bothsidesmodel.df: Obtain the degrees of freedom for a model.

In msos: Data Sets and Functions Used in Multivariate Statistics: Old School by John Marden

Description

Determines the denominators needed to calculate an unbiased estimator of Σ_R.

Usage

bothsidesmodel.df(xx, n, pattern)

Arguments

xx	Result of (X^T * X), where T denotes tranpose.
n	Number of rows in observation matrix given
pattern	An N x P matrix of 0's and 1's indicating which elements of β are allowed to be nonzero.

Value

A numeric matrix of size N x N containing the degrees of freedom for the test.

See Also

bothsidesmodel, bothsidesmodel.chisquare, bothsidesmodel.hotelling, bothsidesmodel.lrt, and bothsidesmodel.mle.

Examples

# Find the DF for a likelihood ratio test statistic.
x <- cbind(
  1, c(-2, -1, 0, 1, 2), c(2, -1, -2, -1, 2),
  c(-1, 2, 0, -2, 1), c(1, -4, 6, -4, 1)
)
# or x <- cbind(1, poly(1:5, 4))
data(skulls)
x <- kronecker(x, rep(1, 30))
y <- skulls[, 1:4]
z <- diag(4)
pattern <- rbind(c(1, 1, 1, 1), 1, 0, 0, 0)
xx <- t(x) %*% x
bothsidesmodel.df(xx, nrow(y), pattern)

msos documentation built on Oct. 31, 2020, 9:07 a.m.