He folks, Thank you very much so far. Of course this forum is not intended to be a substitute for reading the literature, maybe I just posed the question in a way to general. I understand that rq.anovar produces the wald-test proposed in "Tests of Linear Hypotheses and L1 Estimation" (Koenker, Basset). What I do not really get is how to extend this test to the sup-Wald test proposed in "Goodness of Fit and Related Inference Processes for Quantile Regression" (Koenker, Machado). So far I do not really understand whether the anova algorithm prompts the necessary data: I want to use the Test-Statistic for different taus and afterwards choose the maximum for the values in the choosen intervall. So to make my question more straightforward: How can I get the test-value (not the p-value)? Thank you very much for your help, cheers Stefan
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