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, 13:23, 1 April 2014
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| <math> \mathbf{V}=(\mathbf{G}-\bar{\mathbf{G}})^T (\hat{\boldsymbol{\Omega}}^{-1}-\hat{\boldsymbol{\Omega}}^{-1} \mathbf{X}(\mathbf{X^T}\hat{\boldsymbol{\Omega}}^{-1}\mathbf{X})^{-1} \mathbf{X^T} \hat{\boldsymbol{\Omega}}^{-1})(\mathbf{G}-\bar{\mathbf{G}}) </math>. | | <math> \mathbf{V}=(\mathbf{G}-\bar{\mathbf{G}})^T (\hat{\boldsymbol{\Omega}}^{-1}-\hat{\boldsymbol{\Omega}}^{-1} \mathbf{X}(\mathbf{X^T}\hat{\boldsymbol{\Omega}}^{-1}\mathbf{X})^{-1} \mathbf{X^T} \hat{\boldsymbol{\Omega}}^{-1})(\mathbf{G}-\bar{\mathbf{G}}) </math>. |
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− | The score test statistic, <math>T_i=(U_i^2)/V_{ii}</math>, is asymptotically distributed as chi-squared with one degree of freedom. | + | The score test statistic, <math>T_i=(U_i^2)/V_{ii}</math>, is asymptotically distributed as chi-squared with one degree of freedom. The score test p-value is reported in raremetalworker. |
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| == Summary Statistics and Covariance Matrices== | | == Summary Statistics and Covariance Matrices== |