Dear R users,I'm a new user of R. I'm trying to do a LM test an there is this
type of error: Error in t(mX) %*% mX : requires numeric/complex matrix/vector
arguments.
To be clear I write down the code in which mY ( 126,1 ) mX (126,1)
mZ(126,1) are matrix.
LMTEST <- function(mY, mX, mZ)#mY, mX, mZ must be matrices!#returns the LM test
statistic and the degree of freedom{iT = dim(mY)[1]ip = dim(mY)[2]iDF =
dim(mZ)[2]*ipmE = mY - mX%*%solve(t(mX)%*%mX)%*%t(mX)%*%mY
the error starts from the above step (t(mX)%*%mX)%*%t(mX)%*%mY
RSS0 = t(mE)%*%mEmXX = cbind(mX, mZ)mK = mE -
mXX%*%solve(t(mXX)%*%mXX)%*%t(mXX)%*%mERSS1 = t(mK)%*%mKdTR =
sum(diag(solve(RSS0)%*%RSS1))LM = iT*(ip-dTR)pval = 1-pchisq(LM,df=iDF)return(
c(pval, LM, iDF) )}
Any suggestion? Where is the problem? I am getting craxy!
Valentina
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