search for: fitrestrited

...coefficients of X are equal to zero (for this specific tau). Can I do this by applying rq.anova ? I have already asked a similiar question but I am not sure if anova is really calculating this for me.. Currently I am calculating fitunrestricted=rq(Y_t~Y_(t-1)+Y_(t-2)+...+X_(t-1)+X_(t-2)+...,tau=q) fitrestrited=rq(Y_t~Y_(t-1)+Y_(t-2)+...,tau=q) anova(fitrestricted,fitunrestricted) If this is correct can you tell me how the test value is calculated in this case, or in other words: My next step is going to replicate this procedure for a whole range of quantiles (say for tau in [a,b]). To apply a sup-Wald-te...