## This is just from ?anova.rq (extended) library(quantreg) data(barro) fit0 <- rq(y.net ~ lgdp2 + fse2 + gedy2 , data = barro) fit1 <- rq(y.net ~ lgdp2 + fse2 + gedy2 + Iy2 + gcony2, data = barro) a01 <- anova(fit1,fit0) a01 fit2 <- rq(y.net ~ lgdp2 + fse2 + gedy2 + Iy2 + gcony2, data = barro, tau = 0.75) fit3 <- rq(y.net ~ lgdp2 + fse2 + gedy2 + Iy2 + gcony2, data = barro, tau = 0.25) a123 <- anova(fit1,fit2, fit3) a.123 <- anova(fit1,fit2, fit3, joint=FALSE) a.123 AE <- function(x,y) all.equal(x, y, tol = 1e-5) ## ---------- {giving a bit more digits below} stopifnot( AE(100 * unname(coef(fit0)), c(-0.74679759, 0.46539963, 0.15902838, -36.619915)) , AE(unlist(a01$table), c(ndf=2, ddf=155, Tn = 18.878717, pvalue= 4.6e-08)) , AE(100* unname(coef( fit2 )), c(13.103018, -1.4885239, -0.026452369, 0.3999839, 14.526663, -13.504643)) , AE(100* unname(coef( fit3 )), c(6.0860719, -0.88350554, 0.24596781, -14.962498, 15.592489, -15.861804)) , AE(unlist(a123$table), c(ndf = 10, ddf = 473, Tn = 1.80385526, pvalue=0.0575117558)) , AE(a.123$table[,"Tn"], c(1.0655561, 2.6398508, 0.78623238, 0.04467014, 0.065344348)) )