Re: [Gretl-users] Information criteria for Quantile regression
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