# Pseudo R^2 from Regression Quantiles for panel data

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

``````summary(crem.fit1)
``````

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? On

I don't know the `rqpd` package. In General the pR^2 is:

1 - deviance/null.deviance

I am using a the standard logistic regression example:

``````utils::data(anorexia, package = "MASS")
anorex.1 <- glm(Postwt ~ Prewt + Treat + offset(Prewt),
family = gaussian, data = anorexia)
``````

When I calculate the pR^2, I am using:

``````library(broom)
library(dplyr)
anorex.1 %>% glance() %>%
mutate(pR2 = 1 - deviance/null.deviance)
``````

Output would be:

``````# A tibble: 1 x 8
null.deviance df.null logLik   AIC   BIC deviance df.residual   pR2
<dbl>   <int>  <dbl> <dbl> <dbl>    <dbl>       <int> <dbl>
1         4525.      71  -240.  490.  501.    3311.          68 0.268
``````

pR^2 would be 0.268. Hope that helps.