partialFtest: Partial F-test

Description Usage Arguments Details Value See Also

View source: R/testFunction.R

Description

Perform a partial F-test

Usage

1
partialFtest(X, y, varToTest)

Arguments

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

Details

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 + epsilon reduced: y = X * beta[-varToTest] + epsilon

Value

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

See Also

Ftest


MLGL documentation built on Nov. 28, 2020, 5:07 p.m.