fn_GLMtest
Contents
Syntax
[p beta beta0] = fn_GLMtest(X,y,h,'F') [p beta betaproj] = fn_GLMtest(X,y,h,'T')
Description
Input:
- X regressors - nobs x nreg, or (nobs*nrep) x nreg array
if empty, the nobs x nobs identity matrix is used
- y measure - nobs x nrep array, or (nobs*nrep) vector
3D nobs x nrep x ntest array can be used as well and will result in
p to be a (ntest) vector and beta to be a ntest x nreg array
- h dimensions of the model that are tested [default = (1:nreg)]
or, in the case of a T-test, projection to be tested (a vector of
length nreg)
- 'F' or 'T' indicate whether to perform a F-test [default] or a T-test
if a T-test, h must be scalar; use negative value for testing a <0
instead of >0Source
Thomas Deneux
Copyright 2015-2017