F-Distribution

Implements the F-distribution used for an ANOVA or for the comparison of the fit of two nested regression models. In both cases, the test statistic follows a F-distribution. NestedModel is used to compare the fit of two regression models, where one model contains the independent variables of the smaller model as a subset. Then, one can use ANOVA to determine whether more variance can be explained by adding more independent variables. In the class ANOVA, the number of independent variables of the smaller model is set to \(1\) in order to match the degrees of freedom and we obtain a one-way ANOVA.

Usage

NestedModels(p_inner, p_outer)

# S4 method for class 'NestedModels'
quantile(x, probs, n, theta, ...)

# S4 method for class 'NestedModels,numeric'
simulate(object, nsim, n, theta, seed = NULL, ...)

Arguments

p_inner

number of independent variables in smaller model

p_outer

number of independent variables in bigger model

x

outcome

probs

vector of probabilities

n

sample size

theta

distribution parameter

...

further optional arguments

object

object of class NestedModels

nsim

number of simulation runs

seed

random seed

Slots

p_inner

number of parameters in smaller model

p_outer

number of parameters in bigger model

See also

See probability_density_function and cumulative_distribution_function to evaluate the pdf and the cdf, respectively. Use ANOVA for detailed information of ANOVA.

Examples

model <- NestedModels(2, 4)