 Usage:  chi = rrstest(x0,x1,y{,score})   

 

 Input:



  x0                     Matrix of maintained regressors. If there is an intercept term 

                         in the regression, x0 should contain a column of ones. 

                         

  x1                     Matrix of regressors under test. 

                         

  y                      Response variable. 

                         

  score                  The desired score function for test. Default value is 

                         score = 1 (Wilcoxon). 

                         Currently implemented score functions are Wilcoxon (score = 1), 

                         Normal (score = 2), and Sign (score = 3) which are 

                         asymptotically optimal for the logistic, Gaussian 

                         and Laplace error models respectively. Values from 

                         (0,1) are possible too. In this case, sign scores 

                         generalized to the quantile given by the value of 

                         score are computed. 

                         

                         

 Output:



  chi                    Test statistic is asymptotically Chi-squared with 

                         cols(x1) degrees of freedom. 

                         

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(C) MD*TECH Method and Data Technologies, 21.9.2000

