Ftest: Testing Estimated Coefficients
In gragusa/ase: Collection of useful functions for "Applied Statistics and Econometrics"
Description
Usage
Arguments
Value
Author(s)
Description
F_test is a function for performing Wald test of estimated coefficients.
Usage
1
2
Arguments
object
an object
testcoef
null
null hypothesis being tested (default 0)
vcov
the variance to be used (default heteroskedastic robust)
type
type of variance estimator
Value
A list with test information
Author(s)
Giuseppe Ragusa
gragusa/ase documentation built on May 17, 2019, 8:18 a.m.
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Description Usage Arguments Value Author(s)
Description
F_test is a function for performing Wald test of estimated coefficients.
Usage
1 2 |
Arguments
object |
an object |
testcoef |
|
null |
null hypothesis being tested (default 0) |
vcov |
the variance to be used (default heteroskedastic robust) |
type |
type of variance estimator |
Value
A list with test information
Author(s)
Giuseppe Ragusa
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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