get_Fstat_ddf function

Compute denominator degrees of freedom for F-test

From a vector of denominator degrees of freedom from independent t-statistics (nu), the denominator degrees of freedom for the corresponding F-test is computed.

get_Fstat_ddf(nu, tol = 1e-08)

Arguments

• nu: vector of denominator degrees of freedom for the t-statistics
• tol: tolerance on the consecutive differences between elements of nu to determine if mean(nu) should be returned

Returns

the denominator degrees of freedom; a numerical scalar

Details

Note that if any nu <= 2 then 2 is returned. Also, if all nu are within tol of each other the simple average of the nu-vector is returned. This is to avoid downward bias.

Author(s)

Rune Haubo B. Christensen. Adapted to pbkrtest by Søren Højsgaard.