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 rkoenker at uiuc.edu 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, xiaolu.x.ren at us.hsbc.com 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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