rrs.test(x0, x1, y, v, score="wilcoxon")
x0
| matrix of maintained regressors, a column of ones is appended automatically |
x1
| matrix of regressors under test |
y
| response variable may be omitted if v is provided |
v
| regression quantile structure from rq(x0,y) |
score
| score function for test (see ranks()) |
y = X_0 b_0 + X_1 b_1 + u
sn
| Test statistic is asymptotically Chi-squared with rank(X1) degrees of freedom. |
rank
| vector of ranks |
[2] Koenker, R.W. and d'Orey (1994). "Remark on Alg. AS 229: Computing Dual Regression Quantiles and Regression Rank Scores", Applied Statistics, 43, 410-414.
data(stackloss) rrs.test(stack.x[,1:2],stack.x[,3],stack.loss)