You need to say summary(rq(....),cov=TRUE)$cov
see ?summary.rq for further details. url: www.econ.uiuc.edu/~roger Roger Koenker email [EMAIL PROTECTED] Department of Economics vox: 217-333-4558 University of Illinois fax: 217-244-6678 Champaign, IL 61820 On Sep 17, 2007, at 12:10 PM, Costanza Pizzi wrote: > Dear all, > > I'm trying to get the variance/covarince matrix after fitting a > quantile regression model (either linear or non linear), in order > to get > the variance of my predictions and be able to calculate the median > squared error. > The commands working for the lm models (corr=T or vcov=T) do not seem > to work for the rq models. > > Could you advise me a way of getting it? > > Best regards > > Costanza Pizzi > Medical Statistics Unit, LSHTM, London > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting- > guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.