Re: [R] var/cov matrix for a quantile regression model

You need to say summary(rq(),cov=TRUE)$cov see ?summary.rq for further details. url:www.econ.uiuc.edu/~rogerRoger Koenker email[EMAIL PROTECTED]Department of Economics vox: 217-333-4558University of Illinois fax: 217

[R] var/cov matrix for a quantile regression model

Dear all, I'm trying to get the variance/covarince matrix after fitting a quantile regression model (either linear or non linear), in order to get the variance of my predictions and be able to calculate the median squared error. The commands working for the lm models (corr=T or vcov=T) do not se