On Tue, May 29, 2012 at 8:30 AM, stefan23 <stefan.vo...@uni-konstanz.de> wrote: > He folks, > I want to use quantile regression for doing a test of symmetrie of a > distribution. Following Buchinsky I want to test, whether the square of \tau > = \beta(p)+\beta(1-p)-2*\beta(0.5) (\beta(\tau) is the estimated slope > parameter for quantile \tau).Unfortunately I do not know how to implement > design bootstrap matrix for calculating the standard error. > See: http://www.statmethods.net/advstats/bootstrapping.html http://socserv.mcmaster.ca/jfox/Books/Companion/appendix/Appendix-Bootstrapping.pdf
Liviu > Do you know if > there is an existent package computing the necessesary statistics for me? Or > do you have an idea how to calculate the standard error? > I know that this question contains several big issues and I am very sorry > that it is not possible for me to do it for my self or at least to present > some parts of it...thank you very, very much for every comment! > > Cheers > Stefan > > -- > View this message in context: > http://r.789695.n4.nabble.com/R-quantreg-symmetry-test-bootstrap-SE-tp4631662.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. -- Do you know how to read? http://www.alienetworks.com/srtest.cfm http://goodies.xfce.org/projects/applications/xfce4-dict#speed-reader Do you know how to write? http://garbl.home.comcast.net/~garbl/stylemanual/e.htm#e-mail ______________________________________________ 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.