Nothing
linearHypothesis.systemfit <- function( model,
hypothesis.matrix, rhs = NULL, test = c( "FT", "F", "Chisq" ),
vcov. = NULL, ... ){
thisCall <- match.call()
test <- match.arg( test )
modelName <- deparse( substitute( model ) )
if( test == "Chisq" ){
result <- car::linearHypothesis.default( model,
hypothesis.matrix = hypothesis.matrix, rhs = rhs, test = test,
vcov. = vcov., ... )
attributes( result )$heading[ 1 ] <-
"Linear hypothesis test (Chi^2 statistic of a Wald test)\n\nHypothesis:"
modelPos <- grep( "^Model 1: .*Model 2:", attributes( result )$heading )
attributes( result )$heading[ modelPos[ 1 ] ] <-
sub( "Model 2:.*$",
paste( "Model 2: ", modelName, sep = "" ),
attributes( result )$heading[ modelPos[ 1 ] ] )
} else if ( test == "F" ) {
result <- car::linearHypothesis.default( model,
hypothesis.matrix = hypothesis.matrix, rhs = rhs, test = test,
vcov. = vcov., ... )
attributes( result )$heading[ 1 ] <-
"Linear hypothesis test (F statistic of a Wald test)\n\nHypothesis:"
modelPos <- grep( "^Model 1: .*Model 2:", attributes( result )$heading )
attributes( result )$heading[ modelPos[ 1 ] ] <-
sub( "Model 2:.*$",
paste( "Model 2: ", modelName, sep = "" ),
attributes( result )$heading[ modelPos[ 1 ] ] )
} else if ( test == "FT" ) {
if( is.character( hypothesis.matrix ) ) {
R.restr <- car::makeHypothesis( names( coef( model ) ),
hypothesis.matrix, rhs )
if( is.null( dim( R.restr ) ) ){
R.restr <- t( R.restr )
}
q.restr <- R.restr[ , ncol( R.restr ), drop = FALSE ]
R.restr <- R.restr[ , -ncol( R.restr ), drop = FALSE ]
rownames( R.restr ) <- hypothesis.matrix
} else {
R.restr <- hypothesis.matrix
if( is.null( rhs ) ) {
q.restr <- rep( 0, nrow( hypothesis.matrix ) )
} else {
q.restr <- rhs
}
}
result <- as.data.frame( matrix( NA, nrow = 2, ncol = 4 ) )
names( result ) <- c( "Res.Df", "Df", "F", "Pr(>F)" )
rownames( result ) <- c( 1, 2 )
ftest <- .ftest.systemfit( object = model,
restrict.matrix = R.restr, restrict.rhs = q.restr,
vcov. = vcov. )
result[ 1, 1 ] <- ftest$df.residual.sys + ftest$nRestr
result[ 2, 1 ] <- ftest$df.residual.sys
result[ 2, 2 ] <- result[ 1, 1 ] - result[ 2, 1 ]
result[ 2, 3 ] <- ftest$statistic
result[ 2, 4 ] <- ftest$p.value
title <- "Linear hypothesis test (Theil's F test)\n\nHypothesis:"
topnote <- paste( "Model 1: restricted model",
"\nModel 2: ", modelName, sep = "" )
if( is.null( vcov. ) ){
note <- ""
} else {
note <- "\nNote: Coefficient covariance matrix supplied.\n"
}
attributes( result )$heading <- c( title,
car::printHypothesis( R.restr, q.restr, names( coef( model ) ) ),
"", topnote, note )
class( result ) <- c( "anova", "data.frame" )
} else {
stop( "unknown test statistic '", test, "'. Please use 'F', 'FT', or 'Chisq'" )
}
return( result )
}
linear.hypothesis.systemfit <- function( ... ) {
.Deprecated( "linearHypothesis.systemfit", package = "systemfit" )
return( linearHypothesis.systemfit( ... ) )
}
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