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分位数回归及其在R中的实现 被引量:2

Quantile regression and its realization in R
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摘要 针对R中没有函数可以实现模型似然比检验、模型的拟合度等问题,编写了拟似然检验、拟合度的R代码,运用实例给出分位数回归在R中实现的一般流程,为以后分位数回归的算法研究提供了重要参考. As there isn't function realizing quasi-likelihood-ratio model test and goodness-of-fit in R, R-codes of quasi-likelihood-ratio and goodness-of-fit programmed are put forward. General process of quantile regression is developed based on an represent-ative example for providing important reference on quantile regression algorithm research.
出处 《湖南文理学院学报(自然科学版)》 CAS 2013年第3期10-15,共6页 Journal of Hunan University of Arts and Science(Science and Technology)
关键词 分位数回归 R 拟似然比 拟合度 quantile regression R quasi-likelihood-ratio goodness-of-fit
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参考文献11

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