Diagnostics methods for quantile regression models for detecting influential observations:
robust distance methods for general quantile regression models; generalized Cook's distance and
Q-function distance method for quantile regression models using aymmetric Laplace distribution. Reference
of this method can be found in Luis E. Benites, Víctor H. Lachos, Filidor E. Vilca (2015)
R package for diagnosing quantile regression models
quokar
can be easily installed on Windows and Linux using command:devtools::install_github("wenjingwang/quokar")
quokar
on Mac, you need to install a fortran compiler.
You can install gfortran
by command,curl -O http://r.research.att.com/libs/gfortran-4.8.2-darwin13.tar.bz2
sudo tar fvxz gfortran-4.8.2-darwin13.tar.bz2 -C /