harris.test: Test for variance homogeneity of correlated variables
Description
Performs large-sample methods for testing equality of \(p \ge 2\) correlated variables.
Usage
harris.test(x, test = "Wald")
Value
A list of class 'harris.test' with the following elements:
statistic
value of the statistic, i.e. the value of either Wald test, using the log-transformation,
or distribution-robust versions of the test (robust and log-robust).
parameter
the degrees of freedom for the test statistic, which is chi-square distributed.
p.value
the p-value for the test.
estimate
the estimated covariance matrix.
method
a character string indicating what type of test was performed.
Arguments
x
a matrix or data frame. As usual, rows are observations and columns are variables.
test
test statistic to be used. One of "Wald" (default), "log", "robust" or "log-robust".
References
Harris, P. (1985).
Testing the variance homogeneity of correlated variables.
Biometrika72, 103-107.