MCARtest (version 1.2.1)

MCAR_meancovTest: Carry out a test of MCAR using first and second moments.

Description

This is the implementation of Algorithm 1 in BB2024;textualMCARtest.

Usage

MCAR_meancovTest(X, alpha, B)

Value

A Boolean, where TRUE stands for reject MCAR. This is found as outlined in Section 5.2 in BB2024;textualMCARtest.

Arguments

X

The dataset with incomplete data.

alpha

The nominal level of the test.

B

The bootstrap sample \(B\) for the bootstrap test.

References

BB2024MCARtest

Examples

library(MASS)
alpha = 0.05
B = 20
m = 500

SigmaS=list() #Random 2x2 correlation matrices (necessarily consistent)
for(j in 1:3){
x=runif(2,min=-1,max=1); y=runif(2,min=-1,max=1)
SigmaS[[j]]=cov2cor(x%*%t(x) + y%*%t(y))
}

X1 = mvrnorm(m, c(0,0), SigmaS[[1]])
X2 = mvrnorm(m, c(0,0), SigmaS[[2]])
X3 = mvrnorm(m, c(0,0), SigmaS[[3]])
columns = c("X1","X2","X3")
X = data.frame(matrix(nrow = 3*m, ncol = 3))
X[1:m, c("X1", "X2")] = X1
X[(m+1):(2*m), c("X2", "X3")] = X2
X[(2*m+1):(3*m), c("X1", "X3")] = X3
X = as.matrix(X)

MCAR_meancovTest(X, alpha, B)