Tenv_Pval: The p-values of each elements in the tensor regression...

In kusakehan/TEReg: An R package for tensor envelope regression with tensor response and tensor predictor

Description

Obtain p-values of each elements in the tensor regression coefficient estimator. Two-sided t-tests are applied on the coefficent estimator, where the estimator use the asymptotic covariance of the OLS estimator.

Usage

Tenv_Pval(Yn, Xn, B_est)

Arguments

Yn	The response tensor instance r_1\times r_2\times \cdots \times r_m.
Xn	A vector predictor of dimension p.
B_est	The tensor regression coefficient estimator.

Value

P_OLS	The p-value of OLS estimator.
P_val	The p-value of B_est.
se_mat	The standard error matrix of vec(\hat{B}).

kusakehan/TEReg documentation built on May 30, 2019, 7:17 a.m.