ER.test {GCEstim}R Documentation

Entropy Ratio test

Description

The Entropy Ratio test - which corresponds to the likelihood ratio, or empirical ratio, test - measures the entropy discrepancy between the constrained and the unconstrained models.

Usage

ER.test(object)

Arguments

object

fitted lmgce object.

Value

A matrix with the X-squared statistics, degrees of freedom and p-value for each parameter.

Author(s)

Jorge Cabral, jorgecabral@ua.pt

Examples


res_gce_package <-
  lmgce(y ~ .,
        data = dataGCE,
        boot.B = 50,
        seed = 230676)


ER.test(res_gce_package)


[Package GCEstim version 0.1.0 Index]