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est2.my.ev3.diffregr: Compute weights of sum-of-weighted-chi2s
Description
Compute weights of sum-of-weighted-chi2s
Usage
est2.my.ev3.diffregr(y1, y2, x1, x2, beta1, beta2, beta, act1, act2, act)
Arguments
y1
Response vector sample 1.
y2
Response vector sample 2.
x1
Predictor matrix sample 1.
x2
Predictor matrix sample 2.
beta1
MLE (regression coefficients) sample 1.
beta2
MLE (regression coefficients) sample 2.
beta
Pooled MLE (regression coefficients).
act1
Active-set sample 1
act2
Active-set sample 2
act
Pooled active-set
Value
Eigenvalues of M, respectively the weights.
Details
*'2nd order simplification': 1) Factor out (1-vi)^(d1+d2) "expansion in dimf>dimg direction (old terminology)" 2) Factor out (1-mu)^d0 *simplified computation of weights is obtained without further invoking H0, or assuming X_u~X_v