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TRES (version 1.1.1)

Tenv_Pval: The p-value and standard error of each element in the estimator of the tensor response regression (TRR) coefficient

Description

Obtain p-value of each element in the tensor regression coefficient estimator. Two-sided t-tests are implemented on the coefficient estimator, where asymptotic covariance of the OLS estimator is used.

Usage

Tenv_Pval(x, y, Bhat)

Arguments

x

The response tensor instance r1×r2××rm.

y

A vector predictor of dimension p.

Bhat

The estimator of tensor regression coefficient.

Value

p_ols

The p-value tensor of OLS estimator.

p_val

The p-value tensor of Bhat.

se

The standard error tensor of Bhat.

Examples

Run this code
# NOT RUN {
## Use dataset bat
data("bat")
x <- bat$x
y <- bat$y
fit_std <- TRR.fit(x, y, method="standard")
Tenv_Pval(x, y, fit_std$coefficients)
# }

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