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Re: st: RE: f-test after -qreg- or -bsqreg-


From   "M. Haider Hussain" <[email protected]>
To   [email protected]
Subject   Re: st: RE: f-test after -qreg- or -bsqreg-
Date   Tue, 13 Dec 2005 09:37:18 +0500

Errors were non-normally distributed, that's why I'm using -qreg-. In
other words, I'm not prepared to enforce CLRM assumptions.

Haider
Social Policy and Development Center
Karachi, Pakistan.

> What model is this based on? Gaussian/normal
> errors? If you are prepared to buy that, why
> are you doing -qreg-?
>
> Nick
> [email protected]
>
> M. Haider Hussain
>
> > After running bootstrapped quantile regression with k=15, n=5401, I
> > obtained Pseudo R2=0.3161. If I want to compute the joint significance
> > of the regressors, can I still use the F-test given by
> >
> > F=[r2/(k-1)]/[(1-r2)/(n-k)]
> >
> > If this isn't the case, what's the measure of joint significance of
> > the regressors after -qreg- / -bsqreg-?

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