tableRegL1Odd {ptest} | R Documentation

## The result for the RSR method with respect to the laplace likelihood ratio test (Odd series length)

### Description

This data set is used to build up the response surface regressions in order to obtain the p-values for the laplace likelihood ratio test. The simulation set-up of the response surface regression method is i.i.d. statistics of length 10^5 with 100 replications and the interpolated series sizes are c(seq(9,51,2),seq(55,99,4)).

### Usage

    tableRegL1Odd

### Format

A list object with the following components:

`model_matrix`: A matrix with the estimated coefficents for the Response Surface Regressions (one row per quantile).

`nc`: a vectpr of the lengths of the simulated series.

`pc`: A vector containing all probabilities at which the quantiles are estimated.

`r`: the rate in the basis function g(n)=(1/n)^r.

`q`: the number of parameters (except the intercept) used in the response surface regression, the intercept term is removed if negative.

### References

MacKinnon, James (2001) : Computing numerical distribution functions in econometrics, Queen's Economics Department Working Paper, No. 1037.

[Package ptest version 1.0-8 Index]