View source: R/bothsidesmodel.chisquare.R
bothsidesmodel.chisquare | R Documentation |
\beta
are zeroTests the null hypothesis that an arbitrary subset of the \beta _{ij}
's
is zero, based on the least squares estimates, using the \chi^2
test as
in Section 7.1. The null and alternative are specified by pattern matrices
P_0
and P_A
, respectively. If the P_A
is omitted, then the
alternative will be taken to be the unrestricted model.
bothsidesmodel.chisquare(
x,
y,
z,
pattern0,
patternA = matrix(1, nrow = ncol(x), ncol = ncol(z))
)
x |
An |
y |
The |
z |
A |
pattern0 |
An |
patternA |
An optional |
A 'list' with the following components:
The vector of estimated parameters of interest.
The estimated covariance matrix of the estimated parameter vector.
The degrees of freedom in the test.
T^2
statistic in (7.4).
The p-value for the test.
bothsidesmodel
, bothsidesmodel.df
,
bothsidesmodel.hotelling
, bothsidesmodel.lrt
,
and bothsidesmodel.mle
.
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