[R] R quantreg - symmetry test - bootstrap SE

2012-05-29 Thread stefan23
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

Re: [R] R quantreg - symmetry test - bootstrap SE

2012-05-29 Thread Liviu Andronic
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