Compute F-statistic and p-value for linear restrictions (model comparison)

Compute F-statistic and p-value for linear restrictions (model comparison)

Usage

f_test_RSS(y, X, C, d)

Arguments

y

Response vector

X

Design matrix

C

Constraint matrix

d

Constraint vector

Value

List with F_statistic and p_value

Examples

y <- c(1,2,3,4)
X <- cbind(1, c(1,2,3,4))
C <- matrix(c(0,1), nrow=1)
d <- 0
# compute_F_stat(y, X, C, d)