Dear all,

I'm trying to run a Wald Test for the Penalized Fixed Effects using the
rqpd package. Actually, I'd like to test if the coefficients associated to
the same variable are statistically different among the quantiles. The
usual wald.test, waldtest or anova.rq don't work for rqpd.
I would appreciate any help.

Thank you.

Regards,

Fernando Parmagnani, M.A., Economics

University of São Paulo
School of Economics, Business and Accounting

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