R/aoa1_2.r

In r2redux: R2 Statistic

  #' olkin1_2 function
  #' @export
  #' @param omat 3 by 3 matrix having the correlation coefficients between y, x1 and x2, i.e. omat=cor(dat) where dat is N by 3 matrix having variables in the order of cbind (y,x1,x2)
  #' @param nv Sample size
  #' @keywords source  
  #' @return This function will be used as source code
 

 olkin1_2 = function (omat,nv) {

     #aova in p158 in Olkin and Finn
  av=array(0,3)
  av[1]=2*omat[2,1]
  av[2]=-2*omat[3,1]
  av[3]=0

  ov=matrix(0,3,3)
  ov[1,1]=(1-omat[2,1]^2)^2/nv
  ov[2,2]=(1-omat[3,1]^2)^2/nv
  ov[3,3]=(1-omat[3,2]^2)^2/nv
  ov[2,1]=(0.5*(2*omat[3,2]-omat[2,1]*omat[3,1])*(1-omat[3,2]^2-omat[2,1]^2-omat[3,1]^2)+omat[3,2]^3)/nv
  ov[1,2]=ov[2,1]
  ov[3,1]=(0.5*(2*omat[3,1]-omat[2,1]*omat[3,2])*(1-omat[3,2]^2-omat[2,1]^2-omat[3,1]^2)+omat[3,1]^3)/nv
  ov[1,3]=ov[3,1]
  ov[3,2]=(0.5*(2*omat[2,1]-omat[3,1]*omat[3,2])*(1-omat[3,2]^2-omat[2,1]^2-omat[3,1]^2)+omat[2,1]^3)/nv
  ov[2,3]=ov[3,2]

  #variance of the difference
  aova=t(av)%*%ov%*%(av)
  #return(aova) 

  }