Hey back,
If you had RTFM you would know that the first argument of the
function KhmaladzeTest was supposed to be a formula, so try:
T <- KhmaladzeTest(Logloss~AS+AM+CB+CF+RB+RBR, data=CPBP,
nullH="location")
url: www.econ.uiuc.edu/~roger Roger Koenker
email [EMAIL PROTECTED] Department of Economics
vox: 217-333-4558 University of Illinois
fax: 217-244-6678 Champaign, IL 61820
On Oct 15, 2008, at 10:39 AM, [EMAIL PROTECTED] wrote:
Hey,
My dataset has 1 dependent variable(Logloss) and 7 independent dummy
variables(AS,AM,CB,CF,RB,RBR,TS) , it's attached in this email. The
problem
is I cant finish Khmaladze test because there's an error "Error in
switch(mode(x), "NULL" = structure(NULL, class = "formula"), :
invalid
formula" which I really dont know how to fix. My R version is 2.7.2.
The
packages loaded are "Quantreq" and "Sparse M", the process is as
follows:
CPBP<-read.table("CPBP.txt")
local({pkg <- select.list(sort(.packages(all.available = TRUE)))
+ if(nchar(pkg)) library(pkg, character.only=TRUE)})
Loading required package: SparseM
Package SparseM (0.78) loaded. To cite, see citation("SparseM")
Package quantreg (4.22) loaded. To cite, see citation("quantreg")
fit<-rqProcess(Logloss~AS+AM+CB+CF+RB+RBR,data=CPBP,taus=-1)
KhmaladzeTest(fit,nullH="location")
Error in switch(mode(x), "NULL" = structure(NULL, class =
"formula"), :
invalid formula
I would greatly appreciate if you can help me out, thank you very
much!!!!
(See attached file: CPBP.txt)
Best Regards,
Lulu Ren
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