get_F_stat {breakaway}

Calculate F statistic under null hypothesis LB = 0 using output from betta() or betta_random()

Description

This function calculates an F statistic for a test of null hypothesis LB = 0 (against an unrestricted alternative) where B is a vector of p fixed effects returned by betta() or betta_random() and L is an m x p matrix with linearly independent rows.

Usage

get_F_stat(fitted_betta, L)

Arguments

fitted_betta

A fitted betta object – i.e., the output of either betta() or betta_random() – containing fixed effect estimates of interest.

L

An m x p matrix defining the null LB = 0. L must have full row rank.

Value

A list containing

F_stat

The calculated F statistic