homogeneity.test: Test of variance homogeneity of correlated variances

Description Usage Arguments Value References Examples

View source: R/homogeneity.test.R

Description

Performs several test for testing equality of p ≥ 2 correlated variables. Likelihood ratio test, score, Wald and gradient can be used as a test statistic.

Usage

1
homogeneity.test(object, test = "LRT", type = "scale")

Arguments

object

object of class 'studentFit' representing the fitted model.

test

test statistic to be used. One of "LRT" (default), "Wald", "score" or "gradient".

type

one of "scale" (default) or "both" indicating the type of the hypothesis to test homogeneity of variances or variances and means, respectively.

Value

A list of class 'homogeneity.test' with the following elements:

statistic

value of the statistic, i.e. the value of either Likelihood ratio test, Wald, score or gradient test.

parameter

the degrees of freedom for the test statistic, which is chi-square distributed.

p.value

the p-value for the test.

estimate

the estimated covariance matrix.

null.value

the hypothesized value for the covariance matrix.

method

a character string indicating what type of test was performed.

null.fit

a list representing the fitted model under the null hypothesis.

data

name of the data used in the test.

References

Harris, P. (1985). Testing the variance homogeneity of correlated variables. Biometrika 72, 103-107.

Modarres, R. (1993). Testing the equality of dependent variables. Biometrical Journal 7, 785-790.

Osorio, F., and Galea, M. (2015). Statistical inference in multivariate analysis using the t-distribution. Unpublished manuscript.

Examples

1
2
3
4
5
6
data(examScor)
fit <- studentFit(examScor, family = Student(eta = .25))
fit

z <- homogeneity.test(fit, test = "LRT")
z

Example output

Call:
studentFit(x = examScor, family = Student(eta = 0.01841))
Converged in 97 iterations

Center:
  mechanics    vectors    algebra   analysis statistics 
   39.2459    50.8419    50.7489    46.9611    42.2372 

Scatter matrix estimate:
           mechanics vectors   algebra   analysis  statistics
mechanics  301.46055                                         
vectors    124.32688 171.39077                               
algebra    100.37281  84.71008 111.29784                     
analysis   106.76788  95.03320 110.48892 218.19315           
statistics 116.68248  99.19755 120.82291 154.34480 297.81509 

Number of Observations: 88 

Likelihood ratio test for equality of variances 

data: examScor 
LRT statistic = 51.538, df = 4, p-value = 0
alternative hypothesis: true variances are not equal.

sample estimate:
           mechanics vectors   algebra   analysis  statistics
mechanics  301.46055                                         
vectors    124.32688 171.39077                               
algebra    100.37281  84.71008 111.29784                     
analysis   106.76788  95.03320 110.48892 218.19315           
statistics 116.68248  99.19755 120.82291 154.34480 297.81509 

MVT documentation built on May 1, 2019, 10:16 p.m.

Related to homogeneity.test in MVT...