Dear all, I would like to know how to print the variance-covariance matrix used in the function anova.rq () when investigating whether the coefficients of a quantile regression model is the same for a range of quantiles. To be more precise, when I use the function summary.rq(, cov=TRUE) considering a range of quantiles "tau", I need to find one way to print the VarCov matrix. For a given quantile level, I can use [[3]]. However, for a range of quantiles, I cannot find. This variance-covariance matrix should give me the VarCov among the coefficients of a given quantile level and also among the coefficients of different quantile levels. Thank you in advance! All the best, Julia [[alternative HTML version deleted]]