May 19, 2020
Simplifying Freedman-Lane
Simplifying Freedman-Lane, the permutation method used in randomise and PALM.
Doing a permutation test with the general linear model (GLM) in the presence of nuisance variables can be challenging. Let the model be:
where is a matrix of observed variables, is a matrix of predictors of interest, is a matrix of covariates (of no interest), and is a matrix of the same size as with the residuals.
Because the interest is in testing the relationship between and ,…
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