bothsidesmodel.hotelling {msos}R Documentation

Test blocks of β\beta are zero.

Description

Performs tests of the null hypothesis H0 : β\beta^* = 0, where β\beta^* is a block submatrix of β\beta as in Section 7.2.

Usage

bothsidesmodel.hotelling(x, y, z, rows, cols)

Arguments

x

An N×PN \times P design matrix.

y

The N×QN \times Q matrix of observations.

z

A Q×LQ \times L design matrix

rows

The vector of rows to be tested.

cols

The vector of columns to be tested.

Value

A list with the following components:

Hotelling

A list with the components of the Lawley-Hotelling T2T^2 test (7.22)

T2

The T2T^2 statistic (7.19).

F

The FF version (7.22) of the T2T^2 statistic.

df

The degrees of freedom for the FF.

pvalue

The pp-value of the FF.

Wilks

A list with the components of the Wilks Λ\Lambda test (7.37)

lambda

The Λ\Lambda statistic (7.35).

Chisq

The χ2\chi ^2 version (7.37) of the Λ\Lambda statistic, using Bartlett's correction.

df

The degrees of freedom for the χ2\chi ^2

.

pvalue

The p-value of the χ2\chi ^2

.

See Also

bothsidesmodel, bothsidesmodel.chisquare, bothsidesmodel.df, bothsidesmodel.lrt, and bothsidesmodel.mle.

Examples

# Finds the Hotelling values for example 7.3.1
data(mouths)
x <- cbind(1, mouths[, 5])
y <- mouths[, 1:4]
z <- cbind(c(1, 1, 1, 1), c(-3, -1, 1, 3), c(1, -1, -1, 1), c(-1, 3, -3, 1))
bothsidesmodel.hotelling(x, y, z, 1:2, 3:4)

[Package msos version 1.2.0 Index]