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2011 Nov 05
2
linear against nonlinear alternatives - quantile regression
Dear all,
I would like to know whether any specification test for linear against nonlinear model hypothesis has been implemented in R using the quantreg package.
I could read papers concerning this issue, but they haven't been implemented at R. As far as I know, we only have two specification tests in this line: anova.rq and Khmaladze.test. The first one test equality and significance of