The function compute the F-statistic for nested ANOVA model.
Usage
test.nested.model(X, X0, Y)
Arguments
X
this is the design matrix corresponding to the full model. X
must be of full rank.
X0
this is the design matrix corresponding to the sub-model. X0
is such that span(X0) is a vectorial subspace of span(X). X0
must be of full rank.
Y
this is a matrix corresponding to the dependent variable
(samples in row, variables (e.g. genes) in column.
Value
A list with the following items:
thetaThe estimation of the paratemer of the full model.
FValue of the F-statistic.
pvalueThe p-value.
residualsThe residuals for the full model.
sigma2The estimation of the variance for the full model.
XThe matrix design X
Details
The F-statistic is computed and the p-value is returned. The
F-statistic has r-r0 and n-r degrees of freedom where r is the rank of
matrix X, r0 is the rand of matrix X0 and n is the number of observations.