| equicorrelation.test {MVT} | R Documentation |
Equicorrelation test
Description
Performs several test for testing that the covariance matrix follows an equicorrelation (or compound symmetry) structure. Likelihood ratio test, score, Wald and gradient can be used as a test statistic.
Usage
equicorrelation.test(object, test = "LRT")
Arguments
object |
object of class |
test |
test statistic to be used. One of "LRT" (default), "Wald", "score" or "gradient". |
Value
A list of class 'equicorrelation.test' with the following elements:
statistic |
value of the statistic, i.e. the value of either Likelihood ratio test, Wald, score or gradient test. |
parameter |
the degrees of freedom for the test statistic, which is chi-square distributed. |
p.value |
the p-value for the test. |
estimate |
the estimated covariance matrix. |
null.value |
the hypothesized value for the covariance matrix. |
method |
a character string indicating what type of test was performed. |
null.fit |
a list representing the fitted model under the null hypothesis. |
data |
name of the data used in the test. |
References
Sutradhar, B.C. (1993). Score test for the covariance matrix of the elliptical t-distribution. Journal of Multivariate Analysis 46, 1-12.
Examples
data(examScor)
fit <- studentFit(examScor, family = Student(eta = .25))
fit
z <- equicorrelation.test(fit, test = "LRT")
z