tscore                 package:hett                 R Documentation

_S_c_o_r_e _t_e_s_t _f_o_r _h_e_t_e_r_o_s_c_e_d_a_s_t_i_c _t _m_o_d_e_l_s

_D_e_s_c_r_i_p_t_i_o_n:

     Provides a score test for the location and scale parameters of the
     heteroscedastic t regression model.

_U_s_a_g_e:

     tscore(..., data = NULL, scale = FALSE)

_A_r_g_u_m_e_n_t_s:

     ...: Any number of arguments containing nested model fits from
          'tlm()' (see Details) 

    data: the data used to fit the models involved 

   scale: logical. If 'TRUE' the scale model is tested

_D_e_t_a_i_l_s:

     The user must supply nested models that test, _either_, the scale
     or the location component of the model. The model objects _must_
     be nested from left to right. Currently there are no traps if the
     arguments are not given in this order.

     The models must also have either, all fixed degrees of freedom or
     estimated degrees of freedom.

_V_a_l_u_e:

     Output containing the hypothesis, the score statistic, degrees of
     freedom for the test and the p-value are printed to the screen.

     ....

_S_e_e _A_l_s_o:

     'tlm'

_E_x_a_m_p_l_e_s:

     data(mm, package = "hett")
     attach(mm)
     tfit1 <- tlm(m.marietta ~ CRSP, ~ 1, data = mm, start = list(dof = 3),
     estDof = TRUE)

     tfit2 <- tlm(m.marietta ~ CRSP, ~ CRSP, data = mm, start = list(dof =
     3), estDof = TRUE)

     tscore(tfit1, tfit2, data = mm, scale = TRUE)

