When I performed quantile regression using the quantreg package in R, there were no R2 and p values. The puzzling thing is that I found some literature where these two values are present in quantile regression, but the answers on some statistical forums indicate that R2 is not present in quantile regression. so I hope someone can help me to clear this doubt, thanks!
You can get a p-value for the overall model by using the anova() function to compare your model to a null model.
There are various pseudo r-squared measures that could be used.
With the caveat that I wrote it, there's an example at the following link, about halfway down the page, under Quantile Regression. You might use Nagelkerke's. But Efron's is easier to explain to readers.
https://rcompanion.org/handbook/F_12.html
Sal Mangiafico ,
in the linked chapter of your handbook under "local regression" and "GAMs" you wrongly interchanged the x- and y-axis labels.
Thanks, Jochen Wilhelm . It looks like I just mis-labeled the axes. I'll get those corrected. ~ Sal P.S. Webpage updated.
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