est2.my.ev3.diffregr: Compute weights of sum-of-weighted-chi2s

Description Usage Arguments Details Value Author(s)

View source: R/diffregr.R

Description

Compute weights of sum-of-weighted-chi2s

Usage

1
est2.my.ev3.diffregr(y1, y2, x1, x2, beta1, beta2, beta, act1, act2, act)

Arguments

y1

Response vector sample 1.

y2

Response vector sample 2.

x1

Predictor matrix sample 1.

x2

Predictor matrix sample 2.

beta1

MLE (regression coefficients) sample 1.

beta2

MLE (regression coefficients) sample 2.

beta

Pooled MLE (regression coefficients).

act1

Active-set sample 1

act2

Active-set sample 2

act

Pooled active-set

Details

*'2nd order simplification': 1) Factor out (1-vi)^(d1+d2) "expansion in dimf>dimg direction (old terminology)" 2) Factor out (1-mu)^d0 *simplified computation of weights is obtained without further invoking H0, or assuming X_u~X_v

Value

Eigenvalues of M, respectively the weights.

Author(s)

n.stadler


nethet documentation built on Nov. 8, 2020, 6:54 p.m.