RobStatTM (version 1.0.11)

lmrobdetLinTest: Robust likelihood ratio test for linear hypotheses

Description

This function computes a robust likelihood ratio test for linear hypotheses.

Usage

lmrobdetLinTest(object1, object2)

Value

A list with the following components: c("test","chisq.pvalue","f.pvalue","df")

test

The value of the F-statistic

f.pvalue

p-value based on the F distribution

chisq.pvalue

p-value based on the chi-squared distribution

df

degrees of freedom

Arguments

object1

an lmrobdetMM or lmrobM object with the fit corresponding to the complete model

object2

an lmrobdetMM or lmrobM object with the fit corresponding to the model restricted under the null linear hypothesis.

Author

Victor Yohai,

References

http://www.wiley.com/go/maronna/robust

Examples

data(oats)
cont <- lmrobdet.control(bb = 0.5, efficiency = 0.85, family = "bisquare")
oats1M <- lmrobM(response1 ~ variety+block, control=cont, data=oats)
oats1M_var <- lmrobM(response1 ~ block, control=cont, data=oats)
( anov1M_var <- rob.linear.test(oats1M, oats1M_var) )