[Gretl-users] Information criteria for Quantile regression

Dear Gretl users,                          Could anyone gist me on the information criteria in Quantile regressions. Any goodness of fit criterion is also welcome. To be more specific, information criteria for OLS are the coefficient of determination(R²: explanatory power of estimated coefficients), Fisher statistics(for overall model) and student stats(for estimated parameters). Information criteria for VARs are based on optimal lag selection(AIC, BIC, HQC..etc), standard errors and so on. 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)?                      Cheers ________________________________ From: Henrique Andrade <henrique.coelho(a)gmail.com&gt; To: Gretl Discussion List (users) <gretl-users(a)lists.wfu.edu&gt; Sent: Wednesday, April 18, 2012 7:37 PM Subject: [Gretl-users] Add observations inside a function Dear Gretl Community, Is there a way to circumvent the fact that we can not use the command "dataset" inside a function? Please take a look in the following code: <hansl> function series TESTE (series Y, int tamanho)     dataset addobs tamanho     string nome = argname(Y)     print nome     gnuplot @nome Y_hat_$P_1_$Q --time-series --with-lines --output=display end function dataset clear open fedstl.bin data exbzus usphci TESTE(exbzus,48) </hansl> Best regards, Henrique Andrade _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users