Quality of fit measurement in regression quantiles: An elemental set method approach

Edmore Ranganai

Statistics & Probability Letters, 2016, vol. 111, issue C, 18-25

Abstract: Little attention has been paid to assess the quality of fit in the quantile regression framework (Noh et al., 2013). As a contribution, I propose a coefficient of determination measure and model selection indices based on the elemental set method.

Keywords: Coefficient of determination; Regression quantiles; Elemental sets; Elemental regression; Elemental predictive residuals (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2015.12.018

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