The np Package - NexTag Supports Open Source Initiatives

npqcmstest 83npqcmstestKernel Consistent Quantile Regression Model Specification Test withMixed DataDescriptionnpqcmstest implements a consistent test for correct specification of parametric quantile regressionmodels (linear or nonlinear) as described in Racine (2006) which extends the work of Zheng(1998).Usagenpqcmstest(formula,data = NULL,subset,xdat,ydat,model = stop(paste(sQuote("model")," has not been provided")),tau = 0.5,distribution = c("bootstrap", "asymptotic"),bwydat = c("y","varepsilon"),boot.method=c("iid","wild","wild-rademacher"),boot.num = 399,pivot = TRUE,density.weighted = TRUE,random.seed = 42,...)Argumentsformuladatasubsetmodelxdatydattaua symbolic description of variables on which the test is to be performed. Thedetails of constructing a formula are described below.an optional data frame, list or environment (or object coercible to a data frameby as.data.frame) containing the variables in the model. If not found indata, the variables are taken from environment(formula), typically theenvironment from which the function is called.an optional vector specifying a subset of observations to be used.a model object obtained from a call to rq. Important: the call to rq must havethe argument model=TRUE or npqcmstest will not work.a p-variate data frame of explanatory data (training data) used to calculate thequantile regression estimators.a one (1) dimensional numeric or integer vector of dependent data, each elementi corresponding to each observation (row) i of xdat.a numeric value specifying the τth quantile is desired