Mercurial > hg > octave-nkf

comparison scripts/statistics/tests/f_test_regression.m @ 3454:d8b731d3f7a3

Find changesets by keywords (author, files, the commit message), revision number or hash, or revset expression.
[project @ 2000-01-18 10:13:31 by jwe]
author jwe
date Tue, 18 Jan 2000 10:13:39 +0000
parents f8dde1807dee
children 434790acb067
comparison
equal deleted inserted replaced
3453:71d2e09c15a2 3454:d8b731d3f7a3
12 ## 12 ##
13 ## You should have received a copy of the GNU General Public License 13 ## You should have received a copy of the GNU General Public License
14 ## along with this file. If not, write to the Free Software Foundation, 14 ## along with this file. If not, write to the Free Software Foundation,
15 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. 15 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
16 16
17 ## usage: [pval, f, df_num, df_den] = f_test_regression (y, X, R [, r]) 17 ## -*- texinfo -*-
18 ## 18 ## @deftypefn {Function File} {[@var{pval}, @var{f}, @var{df_num}, @var{df_den}] =} f_test_regression (@var{y}, @var{X}, @var{R}, @var{r})
19 ## Performs an F test for the null hypothesis R * b = r in a classical 19 ## Perform an F test for the null hypothesis R * b = r in a classical
20 ## normal regression model y = X * b + e. 20 ## normal regression model y = X * b + e.
21 ## 21 ##
22 ## Under the null, the test statistic f follows an F distribution with 22 ## Under the null, the test statistic @var{f} follows an F distribution
23 ## df_num and df_den degrees of freedom; pval is the p-value (1 minus 23 ## with @var{df_num} and @var{df_den} degrees of freedom.
24 ## the CDF of this distribution at f) of the test.
25 ## 24 ##
26 ## If not given explicitly, r = 0. 25 ## The p-value (1 minus the CDF of this distribution at @var{f}) is
26 ## returned in @var{pval}.
27 ##
28 ## If not given explicitly, @var{r} = 0.
27 ## 29 ##
28 ## If no output argument is given, the p-value is displayed. 30 ## If no output argument is given, the p-value is displayed.
31 ## @end deftypefn
29 32
30 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> 33 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
31 ## Description: Test linear hypotheses in linear regression model 34 ## Description: Test linear hypotheses in linear regression model
32 35
33 function [pval, f, df_num, df_den] = f_test_regression (y, X, R, r) 36 function [pval, f, df_num, df_den] = f_test_regression (y, X, R, r)