dr.pvalue {dr}R Documentation

Compute the Chi-square approximations to a weighted sum of Chi-square(1) random variables.

Description

Returns an approximate quantile for a weighted sum of independent χ2(1)\chi^2(1) random variables.

Usage

dr.pvalue(coef,f,chi2approx=c("bx","wood"),...)

bentlerxie.pvalue(coef, f)

wood.pvalue(coef, f, tol=0.0, print=FALSE)

Arguments

coef

a vector of nonnegative weights

f

Observed value of the statistic

chi2approx

Which approximation should be used?

tol

tolerance for Wood's method.

print

Printed output for Wood's method

...

Arguments passed from dr.pvalue to wood.pvalue.

Details

For Bentler-Xie, we approximate ff by cχ2(d)c \chi^2(d) for values of cc and dd computed by the function. The Wood approximation is more complicated.

Value

Returns a data.frame with four named components:

test

The input argument f.

test.adj

For Bentler-Xie, returns cfcf; for Wood, returns NA.

df.adj

For Bentler-Xie, returns dd; for Wood, returns NA.

pval.adj

Approximate p.value.

Author(s)

Sanford Weisberg <sandy@stat.umn.edu>

References

Peter M. Bentler and Jun Xie (2000), Corrections to test statistics in principal Hessian directions. Statistics and Probability Letters, 47, 381-389.

Wood, Andrew T. A. (1989) An FF approximation to the distribution of a linear combination of chi-squared variables. Communications in Statistics: Simulation and Computation, 18, 1439-1456.


[Package dr version 3.0.10 Index]