Ftest | R Documentation |

Perform a F-test

Ftest(X, y, varToTest)

`X` |
design matrix of size n*p |

`y` |
response vector of length n |

`varToTest` |
vector containing the index of the column of X to test |

y = X * beta + epsilon

null hypothesis: beta[varToTest] = 0 alternative hypothesis: it exists an index k in varToTest such that beta[k] != 0

The test statistic is based on a full and a reduced model. full: y = X * beta[varToTest] + epsilon reduced: the null model

a vector of the same length as varToTest containing the p-values of the test.

partialFtest

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