testFixed: F-test for the fixed effects

Description Usage Arguments

View source: R/testfixed.R

Description

F-test for the fixed effects

Usage

1
testFixed(X, y, beta, sigma_sq, V, n, p)

Arguments

X

design matrix for the fixed effects.

y

dependent variable.

beta

a vector of the estimated coefficients.

sigma_sq

the estimated sigma square, a component of the denominator of the F value.

V

the variance-covariance matrix of the dependent variavble.

n

the number of data

p

the number of fixed effects


ShojiTaniguchi/timsync documentation built on Oct. 10, 2020, 3:33 p.m.