Perform a F-test
Ftest(X, y, varToTest)
design matrix of size n*p
response vector of length n
vector containing the index of the column of X to test
y = X * beta + epsilon
null hypothesis : beta[varToTest] = 0 alternative hypothesis : it exists an index k in varToTest such that beta[k] != 0
The test statistic is based on a full and a reduced model. full : y = X * beta[varToTest] + epsilon reduced : the null model
a vector of the same length as varToTest containing the p-values of the test.
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