mea culpa: I've not written an extractor for this, so you have to do
f <- nlrq(whatever)
g <- summary(f)
g$cov
Note that this is computed by resampling so it varies somewhat
depending on the seed.
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 Aug 11, 2008, at 4:12 PM, kate wrote:
In "lm" command, we can use "vcov" option to get variance-covariance
matrix. Does anyone know how to get variance-covariance matrix in
nlrq?
Thanks,
Kate
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