quantreg (version 3.03)

standardize: Function to standardize the quantile regression process

Description

Standardize the rq process prior to Khmaladze transformation.

Usage

standardize(rqfit, location.scale=T)

Arguments

rqfit

Object produced by rq.test.khmal rq fitting

location.scale

If T location-scale test, if F location test

Value

• Produces a list with several objects understood by rq.test.khmal

Details

Compute standardized rq process.

References

Koenker, Roger and Zhijie Xiao (2000), "Inference on the Quantile Regression Process'', unpublished.