[R] R quantreg - symmetry test - bootstrap SE

[Liviu Andronic]

On Tue, May 29, 2012 at 8:30 AM, stefan23 <stefan.voigt at uni-konstanz.de> wrote:
> 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.
>
See:
http://www.statmethods.net/advstats/bootstrapping.html
http://socserv.mcmaster.ca/jfox/Books/Companion/appendix/Appendix-Bootstrapping.pdf

Liviu



> 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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>
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