part_chisqr: Chisqr test for partitioned GLS
Description
Chisqr test for partitioned GLS
Usage
part_chisqr(Fmean, rSSR, df1, npart)
Value
a p-value for the correlated chisqr test
Arguments
- Fmean
mean value of F-statistic from correlated F-tests
- rSSR
correlation among partition regression sum of squares
- df1
first degree of freedom for F-tests
- npart
number of partitions