HYPTEST: HYPTEST

In PDMIF: Fits Heterogeneous Panel Data Models

HYPTEST

Description

This function undergoes hypothesis testing for regression coefficients obtained from the various functions in the package.

Usage

HYPTEST(
  B,
  B0,
  Se,
  test = "two",
  variables = seq(1, nrow(B)),
  individuals = seq(1, ncol(B))
)

Arguments

B	A dataframe of Coefficients as obtained in the output of any function in the package.
B0	A dataframe of hypothetical coefficients to be evaluated in the test. (nrows should match number of variables and ncols should match number of individuals)
Se	A dataframe of Standard Errors as obtained in the output of any function in the package.
test	A string to determine what kind of test to run ("two" for two-tailed, "right" for right-tailed and "left for left-tailed).
variables	A list of variables whose coefficients are to be tested. Default is all variables in the B dataframe.
individuals	A list of individuals whose coefficients are to be tested. Default is all individuals in the B dataframe.

Value

A dataframe of p-values resulting from each individual test.

Examples

fit <- PDMIFLOGIT(data2X,data2Y,2,20,0.5)
HYPTEST(fit$Coefficients,data.frame(c(0,1),c(-1,2)),fit$Se,"two",c(1,3),c(1,2))

PDMIF documentation built on March 18, 2022, 7:15 p.m.