scoref {rqmcmb2}R Documentation

Score Function for Quantile Regression

Description

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

Usage

  scoref(r, tau)

Arguments

r The residual
tau The desire quantile

References

Koenker, R. W. and Bassett, G. W. (1978) Regression quantiles. Econometrica, 46, 33-50.


[Package rqmcmb2 version 1.0.2-1 Index]