I am trying to implement an ANOVA on a pair of quantile regression models in R. The anova.rq() function performs a basic check to see whether the models are nested, but I think this check is failing in my case. I think my models are nested despite the anova.rqlist() function saying otherwise. Here is an example where the GLM ANOVA regards the models as nested, but the quantile regression ANOVA tells me the models aren't nested:
y = rnorm(100) x1 = rnorm(100) x2 = rnorm(100) fmla1 = y~I(x1+x2) fmla2 = y~x1+x2 f1 = glm(fmla1) f2 = glm(fmla2) anova(f1,f2) #This works f1.qr = rq(fmla1) f2.qr = rq(fmla2) anova(f1.qr,f2.qr) #Error! #Error in anova.rqlist(object, ...) : Models aren't nested Are the models in fact not nested? If they are nested, is there an easy workaround I could use? Many thanks in anticipation. -- View this message in context: http://r.789695.n4.nabble.com/ANOVA-in-quantreg-faulty-test-for-nesting-tp4571994p4571994.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ 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.
