Hey, My dataset has 1 dependent variable(Logloss) and 7 independent dummy variables(AS,AM,CB,CF,RB,RBR,TS) , it's attached in this email. The problem is I cant finish Khmaladze test because there's an error "Error in switch(mode(x), "NULL" = structure(NULL, class = "formula"), : invalid formula" which I really dont know how to fix. My R version is 2.7.2. The packages loaded are "Quantreq" and "Sparse M", the process is as follows:
>CPBP<-read.table("CPBP.txt")
> local({pkg <- select.list(sort(.packages(all.available = TRUE)))
+ if(nchar(pkg)) library(pkg, character.only=TRUE)})
Loading required package: SparseM
Package SparseM (0.78) loaded. To cite, see citation("SparseM")
Package quantreg (4.22) loaded. To cite, see citation("quantreg")
> fit<-rqProcess(Logloss~AS+AM+CB+CF+RB+RBR,data=CPBP,taus=-1)
> KhmaladzeTest(fit,nullH="location")
Error in switch(mode(x), "NULL" = structure(NULL, class = "formula"), :
invalid formula
I would greatly appreciate if you can help me out, thank you very much!!!!
(See attached file: CPBP.txt)
Best Regards,
Lulu Ren
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SAVE PAPER - THINK BEFORE YOU PRINT! Logloss AS AM CB CF RB RBR TS
1 8.76 0 0 0 0 1 0 0
2 7.71 0 0 0 0 1 0 0
3 7.39 0 0 0 0 1 0 0
4 7.31 0 0 0 0 1 0 0
5 7.18 0 0 0 0 1 0 0
6 7.09 0 0 0 0 1 0 0
7 6.96 0 0 0 0 1 0 0
8 6.91 0 0 0 0 1 0 0
9 6.85 0 0 0 0 1 0 0
10 6.85 0 0 0 0 1 0 0
11 6.85 0 0 0 0 1 0 0
12 6.82 0 0 0 0 1 0 0
13 6.74 0 0 1 0 0 0 0
14 6.72 0 0 0 0 1 0 0
15 6.70 0 0 1 0 0 0 0
16 6.69 0 0 0 0 1 0 0
17 6.57 0 0 0 1 0 0 0
18 6.49 0 1 0 0 0 0 0
19 6.49 0 0 0 0 1 0 0
20 6.48 0 0 0 0 1 0 0
21 6.47 0 0 0 1 0 0 0
22 6.43 0 0 0 0 0 0 1
23 6.38 1 0 0 0 0 0 0
24 6.33 0 0 0 0 1 0 0
25 6.31 0 0 0 0 1 0 0
26 6.30 0 0 0 1 0 0 0
27 6.20 1 0 0 0 0 0 0
28 6.18 0 0 0 0 1 0 0
29 6.12 0 0 0 0 1 0 0
30 6.08 0 0 1 0 0 0 0
31 6.08 0 0 0 0 0 1 0
32 6.04 0 0 0 0 1 0 0
33 6.02 0 0 1 0 0 0 0
34 6.00 0 0 0 0 1 0 0
35 6.00 0 0 0 0 1 0 0
36 5.96 0 0 0 0 1 0 0
37 5.92 0 0 0 0 1 0 0
38 5.90 0 0 0 1 0 0 0
39 5.89 0 0 0 0 0 1 0
40 5.85 0 0 0 0 1 0 0
41 5.75 0 0 0 0 1 0 0
42 5.70 0 0 1 0 0 0 0
43 5.70 0 0 0 0 1 0 0
44 5.70 0 0 1 0 0 0 0
45 5.70 0 0 1 0 0 0 0
46 5.70 0 0 0 0 0 1 0
47 5.69 0 0 0 0 1 0 0
48 5.68 0 1 0 0 0 0 0
49 5.63 1 0 0 0 0 0 0
50 5.60 0 0 0 0 1 0 0
51 5.60 0 0 0 0 1 0 0
52 5.55 0 0 0 0 1 0 0
53 5.53 0 0 0 0 1 0 0
54 5.52 0 0 1 0 0 0 0
55 5.49 0 0 0 1 0 0 0
56 5.49 0 0 0 0 0 1 0
57 5.48 0 0 0 0 0 1 0
58 5.48 0 0 0 0 1 0 0
59 5.43 0 0 0 0 1 0 0
60 5.40 1 0 0 0 0 0 0
61 5.40 0 0 0 0 0 1 0
62 5.39 0 1 0 0 0 0 0
63 5.38 1 0 0 0 0 0 0
64 5.33 0 0 0 0 1 0 0
65 5.33 1 0 0 0 0 0 0
66 5.31 0 0 0 0 0 1 0
67 5.30 0 0 0 0 0 1 0
68 5.29 1 0 0 0 0 0 0
69 5.25 0 0 0 0 1 0 0
70 5.24 0 0 0 0 0 1 0
71 5.18 0 0 0 0 1 0 0
72 5.18 0 0 0 0 1 0 0
73 5.18 0 0 0 0 0 1 0
74 5.16 0 0 0 0 1 0 0
75 5.16 0 0 0 0 1 0 0
76 5.15 0 0 0 0 1 0 0
77 5.13 0 0 0 0 1 0 0
78 5.13 0 0 0 0 1 0 0
79 5.11 0 0 0 0 1 0 0
80 5.04 0 0 1 0 0 0 0
81 5.02 0 0 0 0 1 0 0
82 5.02 0 0 0 0 1 0 0
83 5.00 0 0 0 0 1 0 0
84 5.00 0 0 0 0 0 1 0
85 5.00 0 0 0 0 0 1 0
86 4.99 0 0 0 0 1 0 0
87 4.96 0 0 0 0 0 1 0
88 4.96 0 0 0 0 0 1 0
89 4.95 1 0 0 0 0 0 0
90 4.94 0 0 0 0 0 1 0
91 4.92 0 0 0 0 0 1 0
92 4.89 0 0 0 0 0 1 0
93 4.88 0 0 0 0 1 0 0
94 4.88 0 0 0 0 0 1 0
95 4.87 1 0 0 0 0 0 0
96 4.87 0 0 0 0 1 0 0
97 4.85 0 0 0 0 1 0 0
98 4.84 0 0 0 0 1 0 0
99 4.81 0 1 0 0 0 0 0
100 4.76 0 0 0 0 0 0 1
101 4.75 0 0 0 0 0 1 0
102 4.75 0 0 0 0 0 1 0
103 4.74 0 0 0 0 1 0 0
104 4.74 0 0 0 0 1 0 0
105 4.74 0 0 0 0 1 0 0
106 4.72 0 0 0 0 1 0 0
107 4.70 0 0 0 0 1 0 0
108 4.70 0 0 0 0 0 1 0
109 4.70 0 0 0 0 0 1 0
110 4.70 0 0 0 0 0 1 0
111 4.68 0 0 0 0 0 1 0
112 4.65 1 0 0 0 0 0 0
113 4.65 0 0 0 0 1 0 0
114 4.62 0 0 0 0 0 1 0
115 4.62 0 0 0 0 0 1 0
116 4.57 0 0 0 0 0 1 0
117 4.56 0 0 1 0 0 0 0
118 4.54 0 0 0 0 1 0 0
119 4.54 0 0 0 0 0 1 0
120 4.53 0 0 0 0 0 1 0
121 4.50 0 0 0 0 1 0 0
122 4.49 0 0 0 0 0 1 0
123 4.48 0 0 0 0 1 0 0
124 4.48 0 0 0 1 0 0 0
125 4.48 0 0 0 0 1 0 0
126 4.48 0 0 0 0 0 1 0
127 4.48 0 0 0 0 0 1 0
128 4.43 0 0 0 0 0 1 0
129 4.41 0 0 0 0 0 1 0
130 4.41 0 0 0 0 1 0 0
131 4.41 0 0 0 0 0 1 0
132 4.40 1 0 0 0 0 0 0
133 4.40 0 0 1 0 0 0 0
134 4.39 0 0 0 0 1 0 0
135 4.39 0 0 0 0 0 1 0
136 4.38 0 0 0 0 1 0 0
137 4.37 0 0 0 0 1 0 0
138 4.36 0 0 0 0 1 0 0
139 4.35 0 0 0 0 1 0 0
140 4.35 0 0 0 0 0 1 0
141 4.34 0 0 0 0 1 0 0
142 4.32 0 0 0 0 1 0 0
143 4.30 0 0 0 0 1 0 0
144 4.28 0 0 0 0 1 0 0
145 4.26 0 0 0 0 1 0 0
146 4.23 0 0 0 0 1 0 0
147 4.23 0 0 0 0 1 0 0
148 4.22 0 0 0 0 0 1 0
149 4.20 1 0 0 0 0 0 0
150 4.18 0 0 0 0 1 0 0
151 4.18 0 0 0 0 1 0 0
152 4.18 0 0 0 0 0 1 0
153 4.18 0 0 0 0 0 1 0
154 4.15 0 0 0 0 1 0 0
155 4.15 0 0 0 0 0 1 0
156 4.15 0 0 0 0 0 1 0
157 4.09 0 0 0 0 1 0 0
158 4.09 0 0 0 0 1 0 0
159 4.04 0 0 0 0 1 0 0
160 4.03 0 0 0 0 0 1 0
161 4.00 1 0 0 0 0 0 0
162 4.00 0 0 0 0 0 1 0
163 4.00 0 0 0 0 0 1 0
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