I am using the "rqpd" package to run the following panel data of quantile regression in R:
library(rqpd) data(bwd) cre.form1 <- dbirwt ~ smoke + dmage + agesq + novisit + pretri2 + pretri3 | momid3 |smoke crem.fit1 <- rqpd(cre.form1, panel(method="cre", taus <- c(0.9)),data=bwd)
the rqpd package form here
I can get the result via
However, I would like to know the Pseudo R2 (goodness of fit) - which the summary command seems to deliver for OLS regressions, but not in case of panel data in quantile regressions. Does anybody know, how to extract the Pseudo R2?