1 | lsqtest4(vstar, yhat, res, x, k)
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vstar |
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yhat |
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res |
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x |
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k |
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 | ##---- Should be DIRECTLY executable !! ----
##-- ==> Define data, use random,
##-- or do help(data=index) for the standard data sets.
## The function is currently defined as
function (vstar, yhat, res, x, k)
{
ystar <- yhat + res * vstar
p <- ncol(x)
pp <- p + 1
vals <- lsfit(x, ystar)$coef[2:pp]
sa <- lsfitNci4(x, ystar)$cov[-1, -1]
sa <- as.matrix(sa)
sai <- sa[k, k]
test <- vals[k]/sqrt(sai)
test
}
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