Computes a p-value using Wilks' Lambda.
wilksPval(pcevObj, ...)# S3 method for default
wilksPval(pcevObj, ...)
# S3 method for PcevClassical
wilksPval(pcevObj, shrink, index, ...)
# S3 method for PcevSingular
wilksPval(pcevObj, shrink, index, ...)
# S3 method for PcevBlock
wilksPval(pcevObj, shrink, index, ...)
A pcev object of class PcevClassical or
PcevBlock
Extra parameters.
Should we use a shrinkage estimate of the residual variance?
If pcevObj is of class PcevBlock, index is
a vector describing the block to which individual response variables
correspond.
The null distribution of this test statistic is only known in the case of a single covariate, and therefore this is the only case implemented.