vows (version 0.3.1)

F.mp: F-tests for massively parallel linear models

Description

Performs F-tests for removing one or more terms from each of a large number of models with common design matrix.

Usage

F.mp(formula, which)

Arguments

formula

a formula such as "Y ~ X", where Y is an $n \times V$ response matrix and X is an $n \times p$ design matrix common to all $V$ models.

which

number or vector indicating which column(s) of the model matrix are to be tested for removal from the model.

Value

• F
  F-statistics for each of the models.
• df1
  numerator degrees of freedom.
• df2
  denominator degrees of freedom.
• pvalue
  upper-tailed p-value.
• X
  design matrix.

See Also

lm.mp, permF.mp

Examples

Y = matrix(rnorm(6000), nrow=20)
X = rnorm(20)
t2 = F.mp(Y~X, which=2)