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Direct linkFurno, Marilena – Journal of Educational and Behavioral Statistics, 2011
The article considers a test of specification for quantile regressions. The test relies on the increase of the objective function and the worsening of the fit when unnecessary constraints are imposed. It compares the objective functions of restricted and unrestricted models and, in its different formulations, it verifies (a) forecast ability, (b)…
Descriptors: Goodness of Fit, Statistical Inference, Regression (Statistics), Least Squares Statistics
