dr.pvalue {dr}R Documentation

Compute the Chi-square approximations to a weighted sum of Chi-square(1) random variables.

Description

Returns an approximate quantile for a weighted sum of independent \chi^2(1) random variables.

Usage

dr.pvalue(coef,f,chi2approx=c("bx","wood"),...)

bentlerxie.pvalue(coef, f)

wood.pvalue(coef, f, tol=0.0, print=FALSE)

Arguments

coef a vector of nonnegative weights
f Observed value of the statistic
chi2approx Which approximation should be used?
tol tolerance for Wood's method.
print Printed output for Wood's method
... Arguments passed from dr.pvalue to wood.pvalue.

Details

For Bentler-Xie, we approximate f by c \chi^2(d) for values of c and d computed by the function. The Wood approximation is more complicated.

Value

Returns a data.frame with four named components:
test The input argument f.
test.adj For Bentler-Xie, returns cf; for Wood, returns NA.
df.adj For Bentler-Xie, returns d; for Wood, returns NA.
pval.adj Approximate p.value.

Author(s)

Sanford Weisberg <sandy@stat.umn.edu>

References

Peter M. Bentler and Jun Xie (2000), Corrections to test statistics in principal Hessian directions. Statistics and Probability Letters, 47, 381-389.

Wood, Andrew T. A. (1989) An F approximation to the distribution of a linear combination of chi-squared variables. Communications in Statistics: Simulation and Computation, 18, 1439-1456.


[Package dr version 3.0.4 Index]