est2.my.ev3 {nethet} | R Documentation

## Compute weights of sum-of-weighted-chi2s

### Description

Compute weights of sum-of-weighted-chi2s

### Usage

    est2.my.ev3(sig1, sig2, sig, act1, act2, act, include.mean = FALSE)

### Arguments

`sig1` | MLE (covariance matrix) sample 1
`sig2` | MLE (covariance matrix) sample 2
`sig` | Pooled MLE (covariance matrix)
`act1` | Active-set sample 1
`act2` | Active-set sample 2
`act` | Pooled active-set
`include.mean` | Should the mean be in cluded in the likelihood?

### Details

*'2nd order simplification': 1) Factor out (1-vi)^(d1+d2) "expansion in dimf>dimg direction (old terminology)" 2) Factor out (1-mu)^d0 *simplified computation of weights is obtained without further invoking H0, or assuming X_u~X_v

### Value

Eigenvalues of M, respectively the weights.

### Author(s)

n.stadler

[Package nethet version 1.24.0 Index]