Used as a subroutine in InvariantEnvironmentPrediction
to test
whether out-of-sample performance is better when using X and Y as predictors for E,
compared to using X only.
propTestTargetE(E, predictedOnlyX, predictedXY, verbose)
An n-dimensional vector.
Predictions for E based on predictors in X only.
Predictions for E based on predictors in X and Y.
Set to TRUE
if output should be printed.
A list with the p-value for the test.