wilksPval {pcev}

Wilks' lambda exact test

Description

Computes a p-value using Wilks' Lambda.

Usage

wilksPval(pcevObj, ...)

## Default S3 method:
wilksPval(pcevObj, ...)

## S3 method for class 'PcevClassical'
wilksPval(pcevObj, shrink, index, ...)

## S3 method for class 'PcevSingular'
wilksPval(pcevObj, shrink, index, ...)

## S3 method for class 'PcevBlock'
wilksPval(pcevObj, shrink, index, ...)

Arguments

pcevObj

A pcev object of class PcevClassical or PcevBlock

...

Extra parameters.

shrink

Should we use a shrinkage estimate of the residual variance?

index

If pcevObj is of class PcevBlock, index is a vector describing the block to which individual response variables correspond.

Details

The null distribution of this test statistic is only known in the case of a single covariate, and therefore this is the only case implemented.