est2.my.ev3.diffregr {nethet} | R Documentation

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

### Description

Compute weights of sum-of-weighted-chi2s

### Usage

    est2.my.ev3.diffregr(y1, y2, x1, x2, beta1, beta2, beta, act1, act2, act)

### Arguments

`y1` | Response vector sample 1.
`y2` | Response vector sample 2.
`x1` | Predictor matrix sample 1.
`x2` | Predictor matrix sample 2.
`beta1` | MLE (regression coefficients) sample 1.
`beta2` | MLE (regression coefficients) sample 2.
`beta` | Pooled MLE (regression coefficients).
`act1` | Active-set sample 1
`act2` | Active-set sample 2
`act` | Pooled active-set

### 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]