Dear all,
I would like to know whether any specification test for linear against
nonlinear model hypothesis has been implemented in R using the quantreg
package.
I could read papers concerning this issue, but they haven't been implemented at
R. As far as I know, we only have two specification tests in this line:
anova.rq and Khmaladze.test. The first one test equality and significance of
the slopes across quantiles and the latter one test if the linear specification
is model of location or location and scale shift.
Do you have any suggestion?
Thanks a lot!
Best regards,
Julia
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