Grocer Function
NAME
waldf - Wald F-test
CALLING SEQUENCE
[resulwa]=waldf(resultr,resultu,np)
PARAMETERS
Input
-
resultr = results tlist from ols() restricted regression
-
resultu = results tlist from ols() unrestricted regression
-
np= 'noprint' if the user does not want to print the results
Output
-
resulbp = a results tlist with:
- resultbp('meth') = 'waldf'
- resultbp('runcons') = results tlist of the un restricted regression
- resultbp('rcons') = results tlist of the restricted regression
- resultbp('f') = Wald F-statistic
- resultbp('dfnum') = degrees of freedom of the numerator
- resultbp('dfden') = degrees of freedom of the denominator
- resultbp('f_pvalue') = p-value of the test
DESCRIPTION
Computes Wald F-test for two regressions. Results are stored in a tlist and displayed on screen if the user has not given as second argument 'noprint'.
EXAMPLE
rwaldf=waldf(r1,r2)
This example provides the Fisher satistics corresponding to the restriction r1 imposes over r2.
AUTHOR
Eric Dubois 2002