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f_test_regression

PURPOSE ^

% Perform an F test for the null hypothesis rr * b = r in a classical

SYNOPSIS ^

function [pval, f, df_num, df_den] = f_test_regression (y, X, R, r)

DESCRIPTION ^

% -*- texinfo -*-
% @deftypefn {Function File} {[@var{pval}, @var{f}, @var{df_num}, @var{df_den}] =} f_test_regression (@var{y}, @var{x}, @var{rr}, @var{r})
% Perform an F test for the null hypothesis rr * b = r in a classical
% normal regression model y = X * b + e.
%
% Under the null, the test statistic @var{f} follows an F distribution
% with @var{df_num} and @var{df_den} degrees of freedom.
%
% The p-value (1 minus the CDF of this distribution at @var{f}) is
% returned in @var{pval}.
%
% If not given explicitly, @var{r} = 0.
%
% If no output argument is given, the p-value is displayed.
% @end deftypefn

CROSS-REFERENCE INFORMATION ^

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