ZL {amp}

Carry out a simplified version of the Zhang and Laber test.

Description

Carry out a simplified version of the Zhang and Laber test.

Usage

ZL(observed_data, ts_sims, ld_sims)

Arguments

observed_data

The observed data.

ts_sims

The number of draws from the test statistic distribution

ld_sims

The number of draws from the limiting distribution to estimate each test statistic.

Value

A list containing:

- pvalue: The p-value of the test

- test_stat: The corresponding test statistic

- test_st_eld: The corresponding estimated limiting distribution of the test statistic.

- param_ests: The estimates of the measure of association (correlation)

- param_ses: The corresponding standard errors of the estimates

Examples

ZL(data.frame(z = rnorm(100), x1 = rnorm(100), x2 = rnorm(100)), 10, 10)