bothsidesmodel.lrt {msos} | R Documentation |
Test subsets of
are zero.
Description
Tests the null hypothesis that an arbitrary subset of the 's
is zero, using the likelihood ratio test as in Section 9.4. The null and
alternative are specified by pattern matrices
and
,
respectively. If the
is omitted, then the alternative will be
taken to be the unrestricted model.
Usage
bothsidesmodel.lrt(
x,
y,
z,
pattern0,
patternA = matrix(1, nrow = ncol(x), ncol = ncol(z))
)
Arguments
x |
An |
y |
The |
z |
A |
pattern0 |
An |
patternA |
An optional |
Value
A list with the following components:
- chisq
The likelihood ratio statistic in (9.44).
- df
The degrees of freedom in the test.
- pvalue
The
-value for the test.
See Also
bothsidesmodel.chisquare
, bothsidesmodel.df
,
bothsidesmodel.hotelling
, bothsidesmodel
,
and bothsidesmodel.mle
.
Examples
# Load data
data(caffeine)
# Matrices
x <- cbind(
rep(1, 28),
c(rep(-1, 9), rep(0, 10), rep(1, 9)),
c(rep(1, 9), rep(-1.8, 10), rep(1, 9))
)
y <- caffeine[, -1]
z <- cbind(c(1, 1), c(1, -1))
pattern <- cbind(c(rep(1, 3)), 1)
# Fit model
bsm <- bothsidesmodel.lrt(x, y, z, pattern)
[Package msos version 1.2.0 Index]