test.bnr: Test Bivariate Normal Regression Model.

Description Usage Arguments Value

Description

Inference procedure for bivariate normal regression models. Performs bilateral tests that a subset of the regression parameters are zero for both outcomes, and unilateral tests that a subset of the regression parameters are zero for the first outcome only.

Usage

1
test.bnr(y1, y2, X, L, test = "Wald", both = TRUE)

Arguments

y1

First outcome vector.

y2

Second outcome vector.

X

Model matrix.

L

Logical vector, with as many entires as columns in the target model matrix, indicating which columns have coefficient zero under the null.

test

Either Score or Wald. Only Wald is available with unilateral.

both

If TRUE, performs the bilateral test.

Value

A numeric vector containing the test statistic, the degrees of freedom, and a p-value.


zrmacc/BNR documentation built on June 22, 2019, 8:56 p.m.