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C++ API

: [pval, f, df_num, df_den] = f_test_regression (y, x, rr, r)

Perform an F test for the null hypothesis rr * b = r in a classical normal regression model y = X * b + e.

Under the null, the test statistic f follows an F distribution with df_num and df_den degrees of freedom.

The p-value (1 minus the CDF of this distribution at f) is returned in pval.

If not given explicitly, r = 0.

If no output argument is given, the p-value is displayed.

Package: octave