Paper on R1


This is an archive of software and text for a paper titled Goodness of Fit and Related Inference Processes for Quantile Regression by Roger Koenker Jose A.F. Machado. The paper appears in J. of Am Stat. Assoc, (1999), 94, 1296-1310.

The archive of the software for the paper is available as a group of Splus functions which compute the statistics proposed in the paper, includes the data, and the code for the monte carlo is available as a tar archive by clicking here,
the paper is here.

Comments on any of this are, of course, always welcome. Problems or questions regarding this software should be directed to roger@ysidro.econ.uiuc.edu
The software may be redistributed for any non-commercial purpose.