Subject: | XploRe Application Guide |
See XploRe: |
Quantlet: | qr06 | |
Description: | regression rank score test | |
Download: | qr06.xpl |
library("metrics") ; ; simulate data matrix ; n = 100 randomize(1101) x = matrix(n) ~ uniform(n,2) ; ; generate y1 and y2 ; y1 = x[,1] + 2*x[,2] - x[,3] + normal(n) y2 = x[,1] + 2*x[,2] + normal(n) ; ; test the hypothesis that the coefficient of x[,3] is zero ; ; first case chi1 = rrstest(x[,1:2], x[,3], y1) chi1 cdfc(chi1,1) ; second case chi2 = rrstest(x[,1:2], x[,3], y2) chi2 cdfc(chi2,1)
Subject: | XploRe Application Guide |
See XploRe: |