coefForFStatistic: Compute the coefficients related to truncated F test

In shuxiaoc/outference: Valid Inference in Linear Regression Corrected for Outlier Removal

Description

This function computes the coefficients related to the truncated F test.

Usage

coefForFStatistic(y, X, outlier.det, g)

Arguments

y,	the response.
X,	the design matrix (including intercepts).
outlier.det,	indexes of outliers detected.
g,	a subset of [p] indicating which group structure to test.

Value

This function returns a list of (M, Mc, g, gc, Psub, Pfull, f, wDelta, w2, z, r, C). See the manuscript for details of those quantities.

shuxiaoc/outference documentation built on July 8, 2019, 8:30 p.m.