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 |
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]