[R] KhmaladzeTest - quantreg

2009-11-29 Thread antonella.cann...@virgilio.it
Hi, I've implemented the KhmaladzeTest for my linear quantile regression model for the location-scale shift hypotesis as follow: >formula=r ~ div + pe + por >Ktest=KhmaladzeTest(formula,nullH="location-scale") > Ktest $nullH [1] "location-scale" $Tn [1] 2.125804 $THn div

[R] KhmaladzeTest in quantreg

2009-11-29 Thread antonella.cann...@virgilio.it
Hi, I've implemented the KhmaladzeTest for my linear quantile regression model for the location-scale shift hypotesis as follow: >formula=r ~ div + pe + por >Ktest=KhmaladzeTest(formula,nullH="location-scale") > Ktest $nullH [1] "location-scale" $Tn [1] 2.125804 $THn div p