mixtools: test.equality.mixed – R documentation

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test.equality.mixed

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.

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

mixtools

Tools for Analyzing Finite Mixture Models

v1.2.0

GPL (>= 2)

Authors

Derek Young [aut, cre] (<https://orcid.org/0000-0002-3048-3803>), Tatiana Benaglia [aut], Didier Chauveau [aut], David Hunter [aut], Ryan Elmore [ctb], Thomas Hettmansperger [ctb], Hoben Thomas [ctb], Fengjuan Xuan [ctb]

Initial release

2020-02-05