scoref {rqmcmb2} | R Documentation |
The score function returns tau if the residual r is positive, tau-1 if the residual r is negative, and 0 if the residual r is equal to 0
scoref(r, tau)
r |
The residual |
tau |
The desire quantile |
Koenker, R. W. and Bassett, G. W. (1978) Regression quantiles. Econometrica, 46, 33-50.