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q2_1
2011 Dec 05
1
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...