Description Usage Arguments Details Value Author(s)
Compute weights of sum-of-weighted-chi2s
1 | est2.my.ev3.diffregr(y1, y2, x1, x2, beta1, beta2, beta, act1, act2, act)
|
y1 |
Response vector sample 1. |
y2 |
Response vector sample 2. |
x1 |
Predictor matrix sample 1. |
x2 |
Predictor matrix sample 2. |
beta1 |
MLE (regression coefficients) sample 1. |
beta2 |
MLE (regression coefficients) sample 2. |
beta |
Pooled MLE (regression coefficients). |
act1 |
Active-set sample 1 |
act2 |
Active-set sample 2 |
act |
Pooled active-set |
*'2nd order simplification': 1) Factor out (1-vi)^(d1+d2) "expansion in dimf>dimg direction (old terminology)" 2) Factor out (1-mu)^d0 *simplified computation of weights is obtained without further invoking H0, or assuming X_u~X_v
Eigenvalues of M, respectively the weights.
n.stadler
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.