rob.linear.test: Robust likelihood ratio test for linear hypotheses

In msalibian/RobStatTM: Robust Statistics: Theory and Methods

Robust likelihood ratio test for linear hypotheses

Description

This function computes a robust likelihood ratio test for linear hypotheses.

Usage

lmrobdetLinTest(object1, object2)

Arguments

object1	an lmrobdetMM or lmrobM object with the fit corresponding to the complete model
object2	an lmrobdetMM or lmrobM object with the fit corresponding to the model restricted under the null linear hypothesis.

Value

A list with the following components: c("test","chisq.pvalue","f.pvalue","df")

test	The value of the F-statistic
f.pvalue	p-value based on the F distribution
chisq.pvalue	p-value based on the chi-squared distribution
df	degrees of freedom

Author(s)

Victor Yohai, [e-mail]

References

http://www.wiley.com/go/maronna/robust

Examples

data(oats)
cont <- lmrobdet.control(bb = 0.5, efficiency = 0.85, family = "bisquare")
oats1M <- lmrobM(response1 ~ variety+block, control=cont, data=oats)
oats1M_var <- lmrobM(response1 ~ block, control=cont, data=oats)
( anov1M_var <- rob.linear.test(oats1M, oats1M_var) )

msalibian/RobStatTM documentation built on April 24, 2024, 5:10 a.m.