R help - Dec 2011 - extract cov matrix in summary.rq and use as a matrix.

Dear all,

I need to extract the covariance matrix of my quantile regression estimation to
use in a test. My regression is:

qf2_1 <- summary(rq(wb2 ~ apv2 + vol2, tau = phi2[1]), cov = TRUE)

I can extract the covaraince matrix by using: qf2_1 [3]. However, if I try to
use it in the test, it does not work. I only need to transform qf2_1[3] in a
matrix 3x3. I have already tried: matrix(qf2_1[3], nrow=3, ncol=3) but it also
does not work. By using the latter, I find:
     [,1]      [,2]      [,3]     
[1,] Numeric,9 Numeric,9 Numeric,9
[2,] Numeric,9 Numeric,9 Numeric,9
[3,] Numeric,9 Numeric,9 Numeric,9

Is there any other way to do it?

Thanks a lot in advance!

All the best,

Julia






 		 	   		  
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I'm not at my desk so this is untested, but I'm pretty sure double
brackets will do the trick:

qf2_1[[3]]

M 

On Dec 5, 2011, at 7:14 AM, Julia Lira <julia.lira at hotmail.co.uk>
wrote:
> 
> Dear all,
> 
> I need to extract the covariance matrix of my quantile regression
estimation to use in a test. My regression is:
> 
> qf2_1 <- summary(rq(wb2 ~ apv2 + vol2, tau = phi2[1]), cov = TRUE)
> 
> I can extract the covaraince matrix by using: qf2_1 [3]. However, if I try
to use it in the test, it does not work. I only need to transform qf2_1[3] in a
matrix 3x3. I have already tried: matrix(qf2_1[3], nrow=3, ncol=3) but it also
does not work. By using the latter, I find:
>     [,1]      [,2]      [,3]     
> [1,] Numeric,9 Numeric,9 Numeric,9
> [2,] Numeric,9 Numeric,9 Numeric,9
> [3,] Numeric,9 Numeric,9 Numeric,9
> 
> Is there any other way to do it?
> 
> Thanks a lot in advance!
> 
> All the best,
> 
> Julia
> 
> 
> 
> 
> 
> 
>                         
>    [[alternative HTML version deleted]]
> 
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