propTestTargetE {CondIndTests}

Proportion test to compare two misclassification rates.

Description

Used as a subroutine in InvariantEnvironmentPrediction to test whether out-of-sample performance is better when using X and Y as predictors for E, compared to using X only.

Usage

propTestTargetE(E, predictedOnlyX, predictedXY, verbose)

Arguments

E

An n-dimensional vector.

predictedOnlyX

Predictions for E based on predictors in X only.

predictedXY

Predictions for E based on predictors in X and Y.

verbose

Set to TRUE if output should be printed.

Value

A list with the p-value for the test.