[R] Error in Switch in KhmaladzeTest

[roger koenker]

Hey back,

If you had RTFM  you would know that the first argument of the
function KhmaladzeTest was supposed to be a formula, so try:

T <- KhmaladzeTest(Logloss~AS+AM+CB+CF+RB+RBR, data=CPBP,  
nullH="location")


url:    www.econ.uiuc.edu/~roger            Roger Koenker
email    rkoenker at uiuc.edu            Department of Economics
vox:     217-333-4558                University of Illinois
fax:       217-244-6678                Champaign, IL 61820



On Oct 15, 2008, at 10:39 AM, xiaolu.x.ren at us.hsbc.com wrote:

> 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
>
> -----------------------------------------
> ******************************************************************
> This E-mail is confidential. It may also be legally privileged. If
> you are not the addressee you may not copy, forward, disclose or
> use any part of it. If you have received this message in error,
> please delete it and all copies from your system and notify the
> sender immediately by return E-mail.
>
> Internet communications cannot be guaranteed to be timely, secure,
> error or virus-free. The sender does not accept liability for any
> errors or omissions.
> ******************************************************************
> SAVE PAPER - THINK BEFORE YOU PRINT! 
> <CPBP.txt>______________________________________________
> R-help at 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.