[R] R quantreg - supWald Test

[stefan23]

He folks=)
I am trying to compute a supWald Test in R, trying to show that a subset of
my regressors is significantly different from 0 but I am not able to compute
this test. My sample looks as follows: I am regressing fit1 <-
(Y~X1+X2+X3,tau=tau). I know that if I want to show that e.g. X2 is
significantly different from zero, quantreg package calculates the
corresponding p-Value. But I am trying to test for the linear restriction
that X2 and X3 are both  different from 0. The test statistic is easy to
compute, the only thing that remains is the standard error...and
unfortunately I do not have a clue how to compute it as it contains a
consistent estimator of the density of Y at the tau-th Quantile...
Thank you very much for you help

cheers 
Stefan



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