coeftest: Test for a single regression coefficient from an...

Description Usage Arguments Value Author(s) See Also Examples

View source: R/outference.R

Description

This function does a two-sided selective test for a single regression coefficient (test whether it is zero or not) from an "outference" object.

Usage

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coeftest(object, index)

Arguments

object,

an object of class "outference".

index,

the index of parameter under consideration. The intercept is labelled as index = 1.

Value

If sigma is known or estimated, then this function returns a list with the following components:

Z,

the value of the Z-statistic.

sd,

the standard error of the regression coefficient.

truncation,

the truncation set for the Z-statistic.

pval,

the corrected p-value.

If sigma = NULL, then this function returns a list with the following components:

truncation,

the truncation set for the F-statistic.

pval,

the corrected p-value.

Author(s)

Shuxiao Chen <[email protected]>

See Also

grptest for testing group structures from an "outference" object.

Examples

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## Brownlee’s Stack Loss Plant Data
data("stackloss")
## fit the model
## detect outlier using Cook's distance with cutoff = 4
fit <- outference(stack.loss ~ ., data = stackloss, method = "cook", cutoff = 4)
coeftest(fit, 2)

shuxiaoc/outference documentation built on Dec. 5, 2017, 3:48 a.m.