Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!
Get Started for Free

rob.linear.test

Robust likelihood ratio test for linear hypotheses

Description

This function computes a robust likelihood ratio test for linear hypotheses.

Usage

lmrobLinTest(object1, object2)

Arguments

object1

an lmrob object with the fit corresponding to the complete model
object2

an lmrob object with the fit corresponding to the model restricted under the null linear hypothesis.

Value

A list with the following components: c("test","chisq.pvalue","f.pvalue","df")

test

The value of the F-statistic
f.pvalue

p-value based on the F distribution
chisq.pvalue

p-value based on the chi-squared distribution
df

degrees of freedom

Author(s)

Victor Yohai, vyohai@gmail.com

References

Examples

data(oats)
cont <- lmrobdet.control(bb = 0.5, efficiency = 0.85, family = "bisquare")
oats1M <- lmrobM(response1 ~ variety+block, control=cont, data=oats)
oats1M_var <- lmrobM(response1 ~ block, control=cont, data=oats)
( anov1M_var <- rob.linear.test(oats1M, oats1M_var) )
RobStatTM

Robust Statistics: Theory and Methods

v1.0.2
GPL (>= 3)
Authors
Matias Salibian-Barrera [cre], Victor Yohai [aut], Ricardo Maronna [aut], Doug Martin [aut], Gregory Brownson [aut] (ShinyUI), Kjell Konis [aut], Kjell Konis [cph] (erfi), Christophe Croux [ctb] (WBYlogreg, BYlogreg), Gentiane Haesbroeck [ctb] (WBYlogreg, BYlogreg), Martin Maechler [cph] (lmrob.fit, lmrob..M..fit, lmrob.S), Manuel Koller [cph] (lmrob.fit, .vcov.avar1, lmrob.S, lmrob.lar), Matias Salibian-Barrera [aut]
Initial release
2020-03-02

We don't support your browser anymore

Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.