standardize {quantreg}R Documentation

Function to standardize the quantile regression process

Description

Standardize the rq process prior to Khmaladze transformation.

Usage

standardize(rqfit, location.scale=T)

Arguments

rqfit Object produced by rq.test.khmal rq fitting
location.scale If T location-scale test, if F location test

Details

Compute standardized rq process.

Value

Produces a list with several objects understood by rq.test.khmal

Author(s)

R. Koenker

References

Koenker, Roger and Zhijie Xiao (2000), "Inference on the Quantile Regression Process'', unpublished. <URL: http://www.econ.uiuc.edu/~roger/research/inference/inference.html>