On Wed, 18 Apr 2012, Anutechia Asongu wrote: > Are there other information criteria, beside standard errors > in Quantile regressions? Has anyone in here implemented the > "goodness of fit" process developed by Koenker and Machado > (1999)?
When you run a quantile regression in gretl you get AIC, BIC and HQC, based on the loglikelihood as calculated by Koenker and Machado. Allin Cottrell
