Description Usage Arguments Value See Also Examples

View source: R/bothsidesmodel.chisquare.R

Tests the null hypothesis that an arbitrary subset of the *β _{ij}*'s
is zero, based on the least squares estimates, using the *χ^2* test as
in Section 7.1. The null and alternative are specified by pattern matrices
*P_0* and *P_A*, respectively. If the *P_A* is omitted, then the
alternative will be taken to be the unrestricted model.

1 2 3 4 5 6 7 |

`x` |
An |

`y` |
The |

`z` |
A |

`pattern0` |
An |

`patternA` |
An optional |

A 'list' with the following components:

- Theta
The vector of estimated parameters of interest.

- Covtheta
The estimated covariance matrix of the estimated parameter vector.

- df
The degrees of freedom in the test.

- chisq
*T^2*statistic in (7.4).- pvalue
The p-value for the test.

`bothsidesmodel`

, `bothsidesmodel.df`

,
`bothsidesmodel.hotelling`

, `bothsidesmodel.lrt`

,
and `bothsidesmodel.mle`

.

1 | ```
# TBA - Submit a PR!
``` |

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