Description Usage Format References

This data set is used to build up the response surface regressions
in order to obtain the p-values for the robust g test with
frequency set "En",
*En = {j/101 | j=1,…,50 and j/101 ≥ 1/n}*.
The simulation set-up of the response surface regression method is
i.i.d. statistics of length 10^5 with 200 replications and the
interpolated series sizes are c(8:19,seq(20,50,2),seq(55,100,5)).

1 |

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.

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

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