F-test

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Description

Perform a F-test

Usage

1
Ftest(X, y, varToTest)

Arguments

X

design matrix of size n*p

y

response vector of length n

varToTest

vector containing the index of the column of X to test

Details

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

Value

a vector of the same length as varToTest containing the p-values of the test.

See Also

partialFtest