Compute conditional hypotheses tests for fitted
mcglm model class.
When fitting models with extra power parameters, the standard errors
associated with the dispersion parameters can be large. In that cases,
we suggest to conduct conditional hypotheses test instead of the
orthodox marginal test for the dispersion parameters.
The function mc_conditional_test offers an ease way to
conduct such conditional test. Furthermore, the function is quite
flexible and can be used for any other conditional hypotheses test.
mc_conditional_test(object, parameters, test, fixed)
| object | an object representing a model of |
|---|---|
| parameters | which parameters will be included in the conditional test. |
| test | index indicating which parameters will be tested given the values of the other parameters. |
| fixed | index indicating which parameters should be fixed on the conditional test. |
Bonat, W. H. (2018). Multiple Response Variables Regression Models in R: The mcglm Package. Journal of Statistical Software, 84(4):1--30.
Returns estimates, conditional standard errors and Z-statistics.