Q = Xbar'C'(CVC')^(-1)C Xbar with V = diag of Yuen squared standard errors and
Johansen's adjusted chi-squared critical value.
Usage
JohanQ(groups, C, tr = 0.2, alpha = 0.05)
Arguments
- groups
List of numeric vectors.
- C
Contrast matrix (k x J).
- tr
Trimming proportion.
- alpha
Level.
Value
list(statistic, crit, reject, p_value, A).
References
Wilcox, R. R. (2017). Modern Statistics for the Social and
Behavioral Sciences, 2nd ed. Eqs (10.3)-(10.4).
Examples
JohanQ(list(1:5, c(1:4, 9)), matrix(c(1, -1), 1))$statistic
#> [1] 0
