grptest: Test group structures from an '"outference"' object

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

Description

This function does a selective test for group structures (test whether the regression coefficients indexed by g is all zero or not) from an "outference" object.

Usage

grptest(object, group)

Arguments

object,	an object of class "outference".
group,	a vector indicating which group to test. The intercept is labelled as 1.

Value

This function returns a list with the following components:

statistic,	the value of the chi-squared statistic or F-statistic, depending on whether sigma is known
df,	the degree(s) of freedom.
truncation,	the truncation set for the statistic.
pval,	the corrected p-value.

Author(s)

Shuxiao Chen <[e-mail]>

See Also

coeftest for testing for a single regression coefficient 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)
grptest(fit, 2:4)

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