Rfit (version 0.09)

drop.test: Drop (Reduction) in Dispersion Test

Description

Given two full model fits, this function performs a reduction in disperion test.

Usage

drop.test(fitF, fitR = NULL)

Arguments

fitF

An object of class rfit. The full model fit.

fitR

An object of class rfit. The reduced model fit.

Value

• F
  Value of the F test statistic
• p.value
  The observed significance level of the test (using an F quantile)
• RD
  Reduced model dispersion minus Full model dispersion
• tauhat
  Estimate of the scale parameter (using the full model residuals)
• df1
  numerator degrees of freedom
• df2
  denominator degrees of freedom

Details

Rank-based inference proceedure analogous to the traditional (LS) reduced model test.

References

Hettmansperger, T.P. and McKean J.W. (1998), Robust Nonparametric Statistical Methods, London: Arnold.

See Also

rfit

Examples

y<-rnorm(47)
x1<-rnorm(47)
x2<-rnorm(47)
fitF<-rfit(y~x1+x2)
fitR<-rfit(y~x1)
drop.test(fitF,fitR)