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分位数回归及其在R中的实现
Quantile regression and its realization in R
【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.
【Abstract】 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.
【关键词】 分位数回归;
R;
拟似然比;
拟合度;
【Key words】 quantile regression; R; quasi-likelihood-ratio; goodness-of-fit;
【Key words】 quantile regression; R; quasi-likelihood-ratio; goodness-of-fit;
- 【文献出处】 湖南文理学院学报(自然科学版) ,Journal of Hunan University of Arts and Science(Natural Science Edition) , 编辑部邮箱 ,2013年03期
- 【分类号】O212.1
- 【被引频次】5
- 【下载频次】685