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<p class=MsoNormal><font size=2 face=Arial><span style='font-size:10.0pt;
font-family:Arial'>Dear Sir/Madam, </span></font></p>
<p class=MsoNormal><font size=2 face=Arial><span style='font-size:10.0pt;
font-family:Arial'> </span></font></p>
<p class=MsoNormal><font size=2 face=Arial><span style='font-size:10.0pt;
font-family:Arial'>I am a Splus user. I am now using the trial version of
Splus6.2. I have two questions, and wonder if you could clarify. </span></font></p>
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font-family:Arial'> </span></font></p>
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<li class=MsoNormal><font size=2 face=Arial><span style='font-size:10.0pt;
font-family:Arial'>gls</span></font></li>
</ol>
<p class=MsoNormal style='margin-left:.5in'><font size=2 face=Arial><span
style='font-size:10.0pt;font-family:Arial'>For GLS, say, we consider only
cross sectional data, that is, the diagonal variance. I think the appropriate
way for such a case is to use the White estimator or modified version (say,
Davidson and MacKinon) of White estimator. But I could not find any clue on
this in the reference for GLS. </span></font></p>
<p class=MsoNormal style='margin-left:.25in'><font size=2 face=Arial><span
style='font-size:10.0pt;font-family:Arial'> </span></font></p>
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<li class=MsoNormal><font size=2 face=Arial><span style='font-size:10.0pt;
font-family:Arial'>rq (quantile regression)</span></font></li>
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<p class=MsoNormal style='margin-left:.5in'><font size=2 face=Arial><span
style='font-size:10.0pt;font-family:Arial'> </span></font></p>
<p class=MsoNormal style='margin-left:.5in'><font size=2 face=Arial><span
style='font-size:10.0pt;font-family:Arial'>Although the reference has
“rq”, but when I try to use the command, it says that the command
could not be found. This function has to be loaded from the library, say, library(rq),
in the previous version. I tried the library(rq), but it did not work. </span></font></p>
<p class=MsoNormal style='margin-left:.5in'><font size=2 face=Arial><span
style='font-size:10.0pt;font-family:Arial'> </span></font></p>
<p class=MsoNormal><font size=2 face=Arial><span style='font-size:10.0pt;
font-family:Arial'>Thank you very much for the consideration. </span></font></p>
<p class=MsoNormal><font size=2 face=Arial><span style='font-size:10.0pt;
font-family:Arial'> </span></font></p>
<p class=MsoNormal><font size=2 face=Arial><span style='font-size:10.0pt;
font-family:Arial'>Best regards,</span></font></p>
<p class=MsoNormal><font size=2 face=Arial><span style='font-size:10.0pt;
font-family:Arial'> </span></font></p>
<p class=MsoNormal><font size=2 face=Arial><span style='font-size:10.0pt;
font-family:Arial'>Lingjie</span></font></p>
<p class=MsoNormal><font size=2 face=Arial><span style='font-size:10.0pt;
font-family:Arial'> </span></font></p>
<p class=MsoNormal><font size=2 face=Arial><span style='font-size:10.0pt;
font-family:Arial'> </span></font></p>
<p class=MsoNormal><font size=2 face=Arial><span style='font-size:10.0pt;
font-family:Arial'>Lingjie Ma</span></font></p>
<p class=MsoNormal><font size=2 face=Arial><span style='font-size:10.0pt;
font-family:Arial'>Research Manger</span></font></p>
<p class=MsoNormal><font size=2 face=Arial><span style='font-size:10.0pt;
font-family:Arial'>PanAgora Asset Management</span></font></p>
<p class=MsoNormal><font size=2 face=Arial><span style='font-size:10.0pt;
font-family:Arial'>Boston</span></font><font size=2 face=Arial><span
style='font-size:10.0pt;font-family:Arial'>, </span></font><font size=2
face=Arial><span style='font-size:10.0pt;font-family:Arial'>MA</span></font></p>
<p class=MsoNormal><font size=2 face=Arial><span style='font-size:10.0pt;
font-family:Arial'><a href="mailto:lma@uiuc.edu">lma@uiuc.edu</a></span></font></p>
<p class=MsoNormal><font size=2 face=Arial><span style='font-size:10.0pt;
font-family:Arial'>617-439-6374</span></font></p>
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