Dear Michael, Thank you very much for your suggestion.
It indeed worked! All the best, Julia > CC: r-help@r-project.org > From: michael.weyla...@gmail.com > Subject: Re: [R] extract cov matrix in summary.rq and use as a matrix. > Date: Mon, 5 Dec 2011 07:55:45 -0500 > To: julia.l...@hotmail.co.uk > > I'm not at my desk so this is untested, but I'm pretty sure double brackets > will do the trick: > > qf2_1[[3]] > > M > > On Dec 5, 2011, at 7:14 AM, Julia Lira <julia.l...@hotmail.co.uk> wrote: > > > > > Dear all, > > > > I need to extract the covariance matrix of my quantile regression > > estimation to use in a test. My regression is: > > > > qf2_1 <- summary(rq(wb2 ~ apv2 + vol2, tau = phi2[1]), cov = TRUE) > > > > I can extract the covaraince matrix by using: qf2_1 [3]. However, if I try > > to use it in the test, it does not work. I only need to transform qf2_1[3] > > in a matrix 3x3. I have already tried: matrix(qf2_1[3], nrow=3, ncol=3) but > > it also does not work. By using the latter, I find: > > [,1] [,2] [,3] > > [1,] Numeric,9 Numeric,9 Numeric,9 > > [2,] Numeric,9 Numeric,9 Numeric,9 > > [3,] Numeric,9 Numeric,9 Numeric,9 > > > > Is there any other way to do it? > > > > Thanks a lot in advance! > > > > All the best, > > > > Julia > > > > > > > > > > > > > > > > [[alternative HTML version deleted]] > > > > ______________________________________________ > > R-help@r-project.org mailing list > > https://stat.ethz.ch/mailman/listinfo/r-help > > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > > and provide commented, minimal, self-contained, reproducible code. [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
