bothsidesmodel.hotelling function

Test blocks of $\beta$ are zero.

Performs tests of the null hypothesis H0 : $\beta^*$ = 0, where $\beta^*$ is a block submatrix of $\beta$ as in Section 7.2.

bothsidesmodel.hotelling(x, y, z, rows, cols)

Arguments

• x: An $N x P$ design matrix.
• y: The $N x Q$ matrix of observations.
• z: A $Q x L$ design matrix
• rows: The vector of rows to be tested.
• cols: The vector of columns to be tested.

Returns

A list with the following components:

• Hotelling: A list with the components of the Lawley-Hotelling $T^2$ test (7.22)
• Wilks: A list with the components of the Wilks $\Lambda$ test (7.37)

Examples

# Finds the Hotelling values for example 7.3.1
data(mouths)
x <- cbind(1, mouths[, 5])
y <- mouths[, 1:4]
z <- cbind(c(1, 1, 1, 1), c(-3, -1, 1, 3), c(1, -1, -1, 1), c(-1, 3, -3, 1))
bothsidesmodel.hotelling(x, y, z, 1:2, 3:4)

See Also

bothsidesmodel, bothsidesmodel.chisquare, bothsidesmodel.df, bothsidesmodel.lrt, and bothsidesmodel.mle.