GFT: GFT - Generalized F test

Description Usage Arguments Value Examples

View source: R/general_hyp_test.R

Description

GFT runs a generalized F test on linear combinations of regression outputs

Usage

1
GFT(R, r, V, BetaHat)

Arguments

R

A matrix of selected terms in restricitons

r

A vector of restrictions such that matrix multiplication of R and BetaHat equals r

V

The variance-covariance matrix produced by the regression object

BetaHat

a vector of estimated coefficients from the model

Value

Ftest the F-statistic for the performed test

Examples

1
2
data(iris)
reg <- lm(Sepal.Length ~ Sepal.Width + Petal.Length)

DanOvando/RobustRegression documentation built on May 6, 2019, 1:22 p.m.