Fg.test.reg: Global test for the regression model
Description
Global test for the regression modelUsage
Fg.test.reg(Y0, X0, Y1, X1, method, ...)
Arguments
Y0
vector of the concatenate indipendent latent variables of null hypothesis global test.
X0
matrix of the concatenate predictor latent variables of null hypothesis global test.
Y1
vector of the concatenate indipendent latent variables of alternative hypothesis global test.
X1
matrix of the concatenate predictor latent variables of alternative hypothesis global test.
method
string indicating the method: LM or LAD
Value
- list containing the statistic and the p-value of global test
Details
Internal function. Fg.test.reg
is called by test.partition.reg
.