standardize {quantreg}R Documentation

Function to standardize the quantile regression process

Description

Standardize the rq process prior to Khmaladze transformation.

Usage

standardize(fit, nullH = "location-scale")

Arguments

fit Object produced by rqProcess
nullH null hypothesis taking the value "location-scale" or "location"

Details

Compute standardized rq process.

Value

Produces a list with several objects understood by khmaladze.test

Author(s)

R. Koenker

References

Koenker, Roger and Zhijie Xiao (2000), "Inference on the Quantile Regression Process'', textit{Econometrica}, 81, 1583–1612. <URL: http://www.econ.uiuc.edu/~roger/research/inference/inference.html>


[Package quantreg version 3.82 Index]