Description Usage Arguments Details Value Author(s) References Examples
Performs an Weighted F test to compare the variances of two samples from normal populations. The WF-test is based on weighted likelihood.
1 2 | wle.var.test(x, y, ratio = 1, alternative = c("two.sided", "less", "greater"),
conf.level = 0.95, x.root=1, y.root=1)
|
x, y |
fitted linear model objects (inheriting from class |
ratio |
the hypothesized ratio of the population variances of
|
alternative |
the alternative hypothesis; must be one of
|
conf.level |
confidence level for the returned confidence interval. |
x.root |
the 'x' root used. |
y.root |
the 'y' root used. |
The null hypothesis is that the ratio of the variances in the data to which the normal model (wle.normal
) or linear models (wle.lm
) x
and y
were fitted, is equal to ratio
.
A list with class "htest"
containing the following components:
statistic |
the value of the WF test statistic. |
parameter |
the degrees of the freedom of the WF distribtion of the test statistic. |
p.value |
the p-value of the test. |
conf.int |
a confidence interval for the ratio of the population variances. |
estimate |
the ratio of the sample variances from |
null.value |
the ratio of population variances under the null. |
alternative |
a character string describing the alternative hypothesis. |
method |
the string |
data.name |
a character string giving the names of the data. |
Claudio Agostinelli
Agostinelli, C., (1998). Inferenza statistica robusta basata sulla funzione di verosimiglianza pesata: alcuni sviluppi, Ph.D Thesis, Department of Statistics, University of Padova (in italian).
Agostinelli, C., (2001) Un approccio robusto alla verifica d'ipotesi basato sulla funzione di verosimiglianza pesata - Robust Testing Hypotheses via Weighted Likelihood function, in press Statistica, (in italian).
Agostinelli, C., and Markatou, M., (2001) Test of hypotheses based on the Weighted Likelihood Methodology, Statistica Sinica, vol. 11, n. 2, 499-514.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 | set.seed(2345)
x <- rnorm(50,0,1)
y <- rnorm(50,10,1)
res.x <- wle.normal(x,group=5)
res.y <- wle.normal(y,group=5)
wle.var.test(res.x, res.y) # Do x and y have the same variance?
set.seed(2345)
x <- c(rnorm(50,0,1),rnorm(20,10,1))
y <- c(rnorm(50,10,1),rnorm(10,0,5))
res.x <- wle.normal(x,group=5,num.sol=2)
res.y <- wle.normal(y,group=5)
res.x
wle.var.test(res.x, res.y, x.root=1)
if (res.x$tot.sol>1) wle.var.test(res.x, res.y, x.root=2)
|
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