看到有点帖子里说到 伪R方值不能很好检验
也有说到用anova()检验的,但是我看了下,R中的例子,看不懂,求大神解释。
data(barro)
fit0 <- rq(y.net ~ lgdp2 + fse2 + gedy2 , data = barro)
fit1 <- rq(y.net ~ lgdp2 + fse2 + gedy2 + Iy2 + gcony2, data = barro)
fit2 <- rq(y.net ~ lgdp2 + fse2 + gedy2 + Iy2 + gcony2, data = barro,tau=.75)
fit3 <- rq(y.net ~ lgdp2 + fse2 + gedy2 + Iy2 + gcony2, data = barro,tau=.25)
anova(fit0,fit1)
Quantile Regression Analysis of Deviance Table
Model 1: y.net ~ lgdp2 + fse2 + gedy2 + Iy2 + gcony2
Model 2: y.net ~ lgdp2 + fse2 + gedy2
Df Resid Df F value Pr(>F)
1 2 155 18.879 4.596e-08 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
anova(fit1,fit2,fit3)
Quantile Regression Analysis of Deviance Table
Model: y.net ~ lgdp2 + fse2 + gedy2 + Iy2 + gcony2
Joint Test of Equality of Slopes: tau in { 0.5 0.75 0.25 }
Df Resid Df F value Pr(>F)
1 10 473 1.8039 0.05751 .
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Warning message:
In summary.rq(x, se = se, covariance = TRUE) : 1 non-positive fis
不知道怎么看这个结果