GFT: GFT - Generalized F test

In DanOvando/RobustRegression: Run Robust and Clustered Regressions in R

Description

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

Usage

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

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

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