Message-ID: <D8F58373-E5A5-4668-9ACD-832984956577@gmail.com>
Date: 2011-12-05T12:55:45Z
From: michael.weylandt at gmail.com (R. Michael Weylandt
Subject: extract cov matrix in summary.rq and use as a matrix.
In-Reply-To: <SNT140-W861B3D2EE1BDB52A5855FD1B50@phx.gbl>
I'm not at my desk so this is untested, but I'm pretty sure double brackets will do the trick:
qf2_1[[3]]
M
On Dec 5, 2011, at 7:14 AM, Julia Lira <julia.lira at hotmail.co.uk> wrote:
>
> 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 does not work. By using the latter, I find:
> [,1] [,2] [,3]
> [1,] Numeric,9 Numeric,9 Numeric,9
> [2,] Numeric,9 Numeric,9 Numeric,9
> [3,] Numeric,9 Numeric,9 Numeric,9
>
> Is there any other way to do it?
>
> Thanks a lot in advance!
>
> All the best,
>
> Julia
>
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