search for: nullh

...: error in summary.rq > fit1 <- rqProcess(yyy ~ lll, data = Datos, taus = seq(.1,.9, by = .05)) taus: 0.1 Erro en summary.rq(rq(formula, data = data, tau = taus[i], method = "fn"), : tau - h < 0: error in summary.rq > T1 <- KhmaladzeTest(yyy ~ lll, taus = -1, nullH = "location") Erro en eval(expr, envir, enclos) : objeto "yyy" no encontrado > Datos <- read.dta("C:/Mis documentos/r1-r1.dta", convert.dates=TRUE, convert.factors=TRUE, missing.type=TRUE, convert.underscore=TRUE, warn.missing.labels=TRUE) Aviso en read.dta(&qu...

...acter.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 -----------------------------...

Hi, I've implemented the KhmaladzeTest for my linear quantile regression model for the location-scale shift hypotesis as follow: >formula=r ~ div + pe + por >Ktest=KhmaladzeTest(formula,nullH="location-scale") > Ktest $nullH [1] "location-scale" $Tn [1] 2.125804 $THn div pe por 0.7972984 1.4432325 0.7107914 attr(,"class") Now I have to compare the number 2.125804 with the critical values that I found in Koenker and Xi...