Description Usage Arguments Value See Also Examples
View source: R/bothsidesmodel.hotelling.R
Performs tests of the null hypothesis H0 : β^* = 0, where β^* is a block submatrix of β as in Section 7.2.
1 | bothsidesmodel.hotelling(x, y, z, rows, cols)
|
x |
An N x P design matrix. |
y |
The N x Q matrix of observations. |
z |
A Q x L design matrix |
rows |
The vector of rows to be tested. |
cols |
The vector of columns to be tested. |
A list with the following components:
A list with the components of the Lawley-Hotelling T^2 test (7.22)
The T^2 statistic (7.19).
The F version (7.22) of the T^2 statistic.
The degrees of freedom for the F.
The p-value of the F.
A list with the components of the Wilks Λ test (7.37)
The Λ statistic (7.35).
The χ ^2 version (7.37) of the Λ statistic, using Bartlett's correction.
The degrees of freedom for the χ ^2
.
The p-value of the χ ^2
.
bothsidesmodel
, bothsidesmodel.chisquare
,
bothsidesmodel.df
, bothsidesmodel.lrt
,
and bothsidesmodel.mle
.
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