T-Test for regression coefficients

Share:

Description

This function computes test statistics and p-values for the regression coefficients of Penalized Partial Least Squares.

Usage

1
ttest.ppls(ppls.object,ncomp,index.lambda)

Arguments

ppls.object

an object returned by penalized.pls.cv

ncomp

integer. The number of components that are used. The default value is the cross-validation optimal number of components.

index.lambda

integer. The index of the penalization intensity, given by the vector lambda that was provided to penalized.pls.cv. The default value is the cross-validation optimal index.

Details

We note that neither the distribution of the regression coefficients nor the correct degrees of freedom are known. Hence, the assumptions of the T-Test might not be fulfilled. We remark that this testing procedure is not discussed in Kraemer, Boulesteix and Tutz (2008). In general, the p-values need to be corrected in order to account for the multiple testing problem.

Value

tvalues

vector of test statistics

pvalues

vector of p-values

Author(s)

Nicole Kraemer

References

N. Kraemer, A.-L. Boulsteix, and G. Tutz (2008). Penalized Partial Least Squares with Applications to B-Spline Transformations and Functional Data. Chemometrics and Intelligent Laboratory Systems 94, 60 - 69. http://dx.doi.org/10.1016/j.chemolab.2008.06.009

See Also

penalized.pls.cv,jack.ppls

Examples

1
2
3
4
5
6
7
8
data(cookie) # load data
X<-as.matrix(cookie[,1:700]) # extract NIR spectra
y<-as.vector(cookie[,701]) # extract one constituent

pls.object<-penalized.pls.cv(X,y,ncomp=10,kernel=TRUE) # PLS without penalization
my.ttest<-ttest.ppls(pls.object) # test for the cv-optimal model

plot(sort(my.ttest$pvalues),type="l",ylab="sorted pvalues") # plot sorted p-values