Global test for the regression model

Description

Global test for the regression model

Usage

1
Fg.test.reg(Y0, X0, Y1, X1, method, ...)

Arguments

Y0

vector of the concatenate indipendent latent variables of null hypothesis global test.

X0

matrix of the concatenate predictor latent variables of null hypothesis global test.

Y1

vector of the concatenate indipendent latent variables of alternative hypothesis global test.

X1

matrix of the concatenate predictor latent variables of alternative hypothesis global test.

method

string indicating the method: LM or LAD

...

Further arguments passed on to Fg.test.reg.

Details

Internal function. Fg.test.reg is called by test.partition.reg.

Value

list containing the statistic and the p-value of global test

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