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
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