lsdtest: Multivariate Left Spherically Distributed (LSD) linear scores... In someMTP: Some Multiple Testing Procedures

Description

It performs the multivariate Left Spherically Distributed linear scores test of L\"auter et al. (The Annals of Statistics, 1998) (see also details below).

Usage

 `1` ```lsd.test(resp, alternative = 1, null = NULL, D = NULL, data=NULL) ```

Arguments

 `resp` The response vector of the regression model. May be supplied as a vector or as a `formula` object. In the latter case, the right hand side of `Y` is passed on to `alternative` if that argument is missing, or otherwise to `null`. `alternative` The part of the design matrix corresponding to the alternative hypothesis. The covariates of the null model do not have to be supplied again here. May be given as a half `formula` object (e.g. `~a+b`). In that case the intercept is always suppressed. `null` The part of the design matrix corresponding to the null hypothesis. May be given as a design matrix or as a half `formula` object (e.g. `~a+b`). The default for `Z` is `~1`, i.e. only an intercept. This intercept may be suppressed, if desired, with `Z = ~0`. `data` Only used when `Y`, `X`, or `Z` is given in formula form. An optional data frame, list or environment containing the variables used in the formulae. If the variables in a formula are not found in `data`, the variables are taken from environment(formula), typically the environment from which `gt` is called. `D` is q x p matrix or it is a function with arguments `resp` and `null` returning the q x p transformation matrix. When `D = NULL`, then `D = diag(t(resp)%*%IP0%*%resp)` with `IP0 = diag(n) - null%*%solve(t(null)%*%null)%*%t(null)`

Value

The function returns an object of class `lsd.object`.

 `F ` the test statistic `df ` the degrees of freedom of F `p ` the associated p-value `D ` the matrix used in the test (it provide information on the influence of columns in `resp` to the test) `call:` The matched call to `lsd.test`.

Livio Finos

References

J. Laeuter, E. Glimm and S. Kropf (1998) Multivariate test based on Left-Spherically Distributed Linear Scores. The Annals of Statistics, Vol. 26, No. 5, 1972-1988

L. Finos (2011). A note on Left-Spherically Distributed Test with covariates, Statistics and Probabilty Letters, Volume 81, Issue 6, June 2011, Pages 639-641

Examples

 ``` 1 2 3 4 5 6 7 8 9 10 11``` ```set.seed(1) #Standard multivariate LSD test for one sample case X=matrix(rnorm(50),5,10)+2 lsd.test(resp=X,alternative=~1) #Standard multivariate LSD test for two sample case X2=X+matrix(c(0,0,1,1,1),5,10)*10 lsd.test(resp=X2,null=~1,alternative=c(0,0,1,1,1)) #General multivariate LSD test for linear predictor with covariates lsd.test(resp=X2,null=cbind(rep(1,5),c(0,0,1,1,1)),alternative=1:5) ```

someMTP documentation built on May 29, 2017, 3:47 p.m.