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