pairwiseKStest {MTest} | R Documentation |
pairwiseKStest
Description
Returns the p
-value of the columns of X
(pairwisely).
Usage
pairwiseKStest(X,alternative="greater")
Arguments
X |
Numeric; a matrix ( |
alternative |
String; letter of the value, but the argument name must be given in full. See ‘ks.test’ for the meanings of the possible values. |
Details
Using a pairwise Kolmogorov-Smirnov (KS) test of a given matrix X
. In particular, if X
is the Bvals
output from MTest
function, pairwiseKStest
establishes a guide for an educated removal of variables that are causing multicolli-nearity.
Note that the matrix B_{n_{boot}\times (p+1)}
(which is Bvals
output from MTest
function) allow us to inspect results in detail and make further tests such as boxplots, pariwise Kolmogorov-Smirnov (KS) of the predictors and so on.
Value
Returns an object of class pairwiseKStest
.
An object of class pairwiseKStest
is a list containing
at most the following components:
KSpwMatrix |
|
alternative |
Character; indicates the alternative hypothesis. |
Suggestion |
Character; indicates row sums (or col sums) of |
Author(s)
Víctor Morales Oñate, victor.morales@uv.cl, https://sites.google.com/site/moralesonatevictor/,https://www.linkedin.com/in/vmoralesonate/ Bolívar Morales Oñate, bmoralesonate@gmail.com, https://sites.google.com/site/moralesonatevictor/
References
Morales-Oñate, V., and Morales-Oñate, B. (2023). MTest: a Bootstrap Test for Multicollinearity. Revista Politécnica, 51(2), 53–62. doi:10.33333/rp.vol51n2.05
Examples
library(MTest)
data(simDataMTest)
pairwiseKStest(X=simDataMTest)