partialFtest | R Documentation |
Perform a partial F-test
partialFtest(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 + epsilon reduced: y = X * beta[-varToTest] + epsilon
a vector of the same length as varToTest containing the p-values of the test.
Ftest
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