I'm not at my desk so this is untested, but I'm pretty sure double brackets will do the trick:
qf2_1[[3]] M On Dec 5, 2011, at 7:14 AM, Julia Lira <julia.l...@hotmail.co.uk> wrote: > > Dear all, > > I need to extract the covariance matrix of my quantile regression estimation > to use in a test. My regression is: > > qf2_1 <- summary(rq(wb2 ~ apv2 + vol2, tau = phi2[1]), cov = TRUE) > > I can extract the covaraince matrix by using: qf2_1 [3]. However, if I try to > use it in the test, it does not work. I only need to transform qf2_1[3] in a > matrix 3x3. I have already tried: matrix(qf2_1[3], nrow=3, ncol=3) but it > also does not work. By using the latter, I find: > [,1] [,2] [,3] > [1,] Numeric,9 Numeric,9 Numeric,9 > [2,] Numeric,9 Numeric,9 Numeric,9 > [3,] Numeric,9 Numeric,9 Numeric,9 > > Is there any other way to do it? > > Thanks a lot in advance! > > All the best, > > Julia > > > > > > > > [[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.
