R: Performs Chi-Square Test for Mixed Effects Mixtures

test.equality.mixed {mixtools} | R Documentation

## Performs Chi-Square Test for Mixed Effects Mixtures

### Description

Performs a likelihood ratio test of either common variance terms between the response trajectories in a mixture of random (or mixed) effects regressions or for common variance-covariance matrices for the random effects mixture distribution.

### Usage

    test.equality.mixed(y, x, w=NULL, arb.R = TRUE,
                        arb.sigma = FALSE, lambda = NULL,
                        mu = NULL, sigma = NULL, R = NULL,
                        alpha = NULL, ...)

### Arguments

`y` | The responses for `regmixEM.mixed`.
`x` | The predictors for the random effects in `regmixEM.mixed`.
`w` | The predictors for the (optional) fixed effects in `regmixEM.mixed`.
`arb.R` | If FALSE, then a test for different variance-covariance matrices for the random effects mixture is performed.
`arb.sigma` | If FALSE, then a test for different variance terms between the response trajectories is performed.
`lambda` | A vector of mixing proportions (under the null hypothesis) with same purpose as outlined in `regmixEM.mixed`.
`mu` | A matrix of the means (under the null hypothesis) with same purpose as outlined in `regmixEM.mixed`.
`sigma` | A vector of standard deviations (under the null hypothesis) with same purpose as outlined in `regmixEM.mixed`.
`R` | A list of covariance matrices (under the null hypothesis) with same purpose as outlined in `regmixEM.mixed`.
`alpha` | An optional vector of fixed effects regression coefficients (under the null hypothesis) with same purpose as outlined in `regmixEM.mixed`.
`...` | Additional arguments passed to `regmixEM.mixed`.

### Value

`test.equality.mixed` returns a list with the following items:

`chi.sq` | The chi-squared test statistic.
`df` | The degrees of freedom for the chi-squared test statistic.
`p.value` | The p-value corresponding to this likelihood ratio test.

### See Also

`test.equality`

### Examples

    ##Test of equal variances in the simulated data set.

    data(RanEffdata)
    set.seed(100)
    x<-lapply(1:length(RanEffdata), function(i)
              matrix(RanEffdata[[i]][, 2:3], ncol = 2))
    x<-x[1:15]
    y<-lapply(1:length(RanEffdata), function(i)
              matrix(RanEffdata[[i]][, 1], ncol = 1))
    y<-y[1:15]

    out<-test.equality.mixed(y, x, arb.R = TRUE, arb.sigma = FALSE,
                             epsilon = 1e-1,  verb = TRUE,
                             maxit = 50,
                             addintercept.random = FALSE)
    out

[Package mixtools version 1.2.0 Index]