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

Description Usage Arguments Value Author(s) See Also Examples

View source: R/outference.R

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

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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 <[email protected]>

See Also

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

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