marginal.test {MarginalMaxTest} | R Documentation |
Test for marginal effects of predictors on a scalar response
Description
Test for marginal effects of predictors on a scalar response
Usage
marginal.test(x, y, B = 199L, method = "adaptive")
Arguments
x |
A numeric matrix of predictors |
y |
A numeric vector of responses |
B |
Number of bootstrap samples (default 199) |
method |
Method for p-value calculation: "max", "sum", or "adaptive" |
Value
A list containing the p-value and computation time
Note
This function is based on the C implementation by Zhang and Laber (2014) doi:10.1080/01621459.2015.1106403.
Examples
# Generate sample data
set.seed(47)
n <- 200
p <- 10
x <- matrix(rnorm(n*p), n, p)
y <- 0.25*x[,1] + rnorm(n)
# Run the test
marginal.test(x, y, B = 200, method = "adaptive")
marginal.test(x, y, B = 200, method = "max")
marginal.test(x, y, B = 200, method = "sum")
[Package MarginalMaxTest version 1.0.1 Index]