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

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

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

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 <[e-mail]>

See Also

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

Examples

## 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 July 8, 2019, 8:30 p.m.