No problem, almost all "complicated" objects that get returned are internally lists so you have to use [[ to get at them as [ will just give you a list again. Take a look at 

? '[[' # those should be back ticks

for the official documentation. 

Best,
M

On Dec 5, 2011, at 8:09 AM, Julia Lira <julia.lira@hotmail.co.uk> wrote:

> Dear Michael,
> 
> Thank you very much for your suggestion.
> 
> It indeed worked!
> 
> All the best,
> 
> Julia 
> 
> > CC: r-help@r-project.org
> > From: michael.weylandt@gmail.com
> > Subject: Re: [R] extract cov matrix in summary.rq and use as a matrix.
> > Date: Mon, 5 Dec 2011 07:55:45 -0500
> > To: julia.lira@hotmail.co.uk
> > 
> > I'm not at my desk so this is untested, but I'm pretty sure double brackets will do the trick:
> > 
> > qf2_1[[3]]
> > 
> > M 
> > 
> > On Dec 5, 2011, at 7:14 AM, Julia Lira <julia.lira@hotmail.co.uk> wrote:
> > 
> > > 
> > > Dear all,
> > > 
> > > I need to extract the covariance matrix of my quantile regression estimation to use in a test. My regression is:
> > > 
> > > qf2_1 <- summary(rq(wb2 ~ apv2 + vol2, tau = phi2[1]), cov = TRUE)
> > > 
> > > I can extract the covaraince matrix by using: qf2_1 [3]. However, if I try to use it in the test, it does not work. I only need to transform qf2_1[3] in a matrix 3x3. I have already tried: matrix(qf2_1[3], nrow=3, ncol=3) but it also does not work. By using the latter, I find:
> > > [,1] [,2] [,3] 
> > > [1,] Numeric,9 Numeric,9 Numeric,9
> > > [2,] Numeric,9 Numeric,9 Numeric,9
> > > [3,] Numeric,9 Numeric,9 Numeric,9
> > > 
> > > Is there any other way to do it?
> > > 
> > > Thanks a lot in advance!
> > > 
> > > All the best,
> > > 
> > > Julia
> > > 
> > > 
> > > 
> > > 
> > > 
> > > 
> > > 
> > > [[alternative HTML version deleted]]
> > > 
> > > ______________________________________________
> > > R-help@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.

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