[R] R quantreg - symmetry test - bootstrap SE

[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 implement
design bootstrap matrix for calculating the standard error. Do you know if
there is an existent package computing the necessesary statistics for me? Or
do you have an idea how to calculate the standard error?
I know that this question contains several big issues and I am very sorry
that it is not possible for me to do it for my self or at least to present
some parts of it...thank you very, very much for every comment!

Cheers
Stefan

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