[R] quantreg Wald-Test

[stefan23]

He folks,
Thank you very much so far. Of course this forum is not intended to be a
substitute for reading the literature, maybe I just posed the question in a
way to general. I understand that rq.anovar produces the wald-test proposed
in 
"Tests of Linear Hypotheses and L1 Estimation" (Koenker, Basset). What I do
not really get is how to extend this test to the sup-Wald test proposed in
"Goodness of Fit and Related Inference Processes for Quantile Regression"
(Koenker, Machado). So far I do not really understand whether the anova
algorithm prompts the necessary data: I want to use the Test-Statistic for
different taus and afterwards choose the maximum for the values in the
choosen intervall. So to make my question more straightforward: How can I
get the test-value (not the p-value)? Thank you very much for your help,
cheers
Stefan



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