Displaying 2 results from an estimated 2 matches for "lgdp2".
2011 Oct 06
1
anova.rq {quantreg) - Why do different level of nesting changes the P values?!
...I expect that the p.value
for the comparison of model 1 and model 2 would remain the same, whether or
not I add a third model to be compared with.
However, the P values change, and I do not understand why.
Here is an example code (following with it's input):
data(barro)
fit0 <- rq(y.net ~ lgdp2 + fse2 , data = barro)
fit1 <- rq(y.net ~ lgdp2 + fse2 + gedy2 , data = barro)
fit2 <- rq(y.net ~ lgdp2 + fse2 + gedy2 + Iy2 , data = barro)
anova(fit0,fit1,fit2, R = 1000)
anova(fit0,fit1, R = 1000)
Output:
> data(barro)
> fit0 <- rq(y.net ~ lgdp2 + fse2 , data = barro)
> f...
2006 Jul 08
1
KhmaladzeTest
...fit1, se = "nid")
Call: rq(formula = yyy ~ lll, tau = 0.5, data = Datos)
tau: [1] 0.5
Coefficients:
Value Std. Error t value Pr(>|t|)
(Intercept) 4.24961 1.05525 4.02710 0.00046
lll -0.92941 0.22934 -4.05246 0.00043
> fit <- rqProcess( y.net ~ lgdp2 + fse2 + gedy2 + Iy2 + gcony2,
+ data = barro, taus = seq(.1,.9,by = .05))
Erro en inherits(x, "data.frame") : objeto "barro" no encontrado
> fit <- rqProcess(yyy ~ lll, data = Datos, taus = seq(.1,.9, by =
.05))
taus: 0.1 Erro en summary.rq(rq(formula,...