part_chisqr {remotePARTS}

Chisqr test for partitioned GLS

Description

Chisqr test for partitioned GLS

Usage

part_chisqr(Fmean, rSSR, df1, npart)

Arguments

Fmean

mean value of F-statistic from correlated F-tests

rSSR

correlation among partition regression sum of squares

df1

first degree of freedom for F-tests

npart

number of partitions

Value

a p-value for the correlated chisqr test