CRS.test | R Documentation |
This helper function computes the randomization critical value, t-statistic, and p-value ART.
CRS.test(c.beta, G, lambda = 0, alpha = 0.05, nj = 1)
c.beta |
vector of parameters entering the null hypothesis c'beta - with one estimator per cluster (q x 1) |
G |
the group of all trasformations (use random.G to get) |
lambda |
scalar for the null hypothesis c'beta = lambda (default 0) |
alpha |
significance level (dafault 0.05) |
nj |
q x 1 vector of sample sizes in each cluster (for alternative weighting) |
A matrix contating the following elements:
|
the critical value of the randomization test |
|
the test statistic under the null hypothesis |
|
p-value according to folmula 15.5 |
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