| fflm | R Documentation |
Tailored for ALDEx3 where covariates are shared between massive numbers of linear regressions where only Y is changing.
fflm(Y, X, test = "t.HC3")
Y |
a numeric array (N x D X S) where D is the number of taxa/genes, N is the number of samples, and S is the number of posterior samples |
X |
a numeric matrix (N x P) where P is number of covariates |
test |
(default t.HC3), "t", t test is performed for each covariate (fast); "t.HC0" Heteroskedasticsity-Robust Standard Errors used (HC0; White's; slower); "t.HC3" (default) Heteroskedasticsity-Robust Standard Errors used (HC3; unlike HC0, this includes a leverage adjustment and is better for small sample sizes or when there are data with high leverage; slowest). To learn more about these, loko at Long and Ervin (2000) Using Heteroscedasticity Consistent Standard Errors in the Linear Regression Model, The American Statistician. |
A list of (P x D x S)-arrays with the OLS point estimates, the standard errors, and the two-sided p-values for each coefficient (P), of each model fit to each taxa (D) and each posterior sample (S)
Justin Silverman
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