He folks=) I am trying to compute a supWald Test in R, trying to show that a subset of my regressors is significantly different from 0 but I am not able to compute this test. My sample looks as follows: I am regressing fit1 <- (Y~X1+X2+X3,tau=tau). I know that if I want to show that e.g. X2 is significantly different from zero, quantreg package calculates the corresponding p-Value. But I am trying to test for the linear restriction that X2 and X3 are both different from 0. The test statistic is easy to compute, the only thing that remains is the standard error...and unfortunately I do not have a clue how to compute it as it contains a consistent estimator of the density of Y at the tau-th Quantile... Thank you very much for you help cheers Stefan -- View this message in context: http://r.789695.n4.nabble.com/R-quantreg-supWald-Test-tp4631570.html Sent from the R help mailing list archive at Nabble.com.