Stefan,
You could try this: make a private version of anova.rqlist and change the
call to lapply
that computes summaries so that se = "ker" instead of se = "nid". Please let
me know
if this does what you would like to do. This is about 20 lines into the code.
Could you also explain what you mean by
"leads to mistakes" below?
Thanks,
Roger
url: www.econ.uiuc.edu/~roger Roger Koenker
email rkoen...@uiuc.edu Department of Economics
vox: 217-333-4558 University of Illinois
fax: 217-244-6678 Urbana, IL 61801
On May 28, 2012, at 7:54 AM, stefan23 wrote:
> He folks=)
> I want to check whether a coefficient has an impact on a quantile regression
> (by applying the sup-wald test for a given quantile range [0.05,0.95].
> Therefore I am doing the following calculations:
> a=0;
> for (i in 5:95/100){
> fitrestricted=rq(Y~X1+X2,tau=i)
> tifunrestrited=rq(Y~X1+X2+X3,tau=i)
> a[i]=anova(fitrestricted,fitunrestricted)$table$Tn) #gives the Test-Value
> }
> supW=max(a)
>
> As anova is using the summary.rq function I want to change the Standard
> error method used (default: se="nid" leads to mistakes, I prefer se="ker").
> Do you know how to handle this information in the anova syntax?
> Thank you very much
> Stefan
>
> --
> View this message in context:
> http://r.789695.n4.nabble.com/R-quantreg-anova-How-to-change-summary-se-type-tp4631576.html
> Sent from the R help mailing list archive at Nabble.com.
>
> ______________________________________________
> 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.
______________________________________________
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.
