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HSIs enroll a large percentage of racially minoritized students and faculty must be able to assess their attitudes about institutional discrimination and blatant racial issues, which may affect how they teach students of color. The purpose of this exploratory quantitative study was to assess the color-neutral racial attitudes of faculty at Hispanic-Serving Institutions (HSIs) and to investigate the connection to knowledge and skills for teaching minoritized students.

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See general information about how to correct material in RePEc.ДЇor technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact. When requesting a correction, please mention this item's handle: RePEc:boc:bocode:s456865. You can help correct errors and omissions. Suggested CitationДЄll material on this site has been provided by the respective publishers and authors. The implementation in ranktest will calculate test statistics that are robust to various forms of heteroskedasticity, autocorrelation, and clustering.

ranktest implements various generalizations of these tests - Kleibergen-Paap, Cragg-Donald, and J-type 2-step GMM and CUE GMM tests - to the case of a non-Kronecker covariance matrix. The standard versions of these tests require the assumption that the covariance matrix has a Kronecker form when this is not so, e.g., when disturbances are heteroskedastic or autocorrelated, the test statistics are no longer valid. The Cragg-Donald (1993) statistic is a closely related Wald test for the rank of a matrix. A large test statistic and rejection of the null indicates that the matrix has rank at least r+1. If we denote one list of variables as Y and a second as Z, and we calculate the squared canonical correlations between Y and Z, the LM form of the Anderson test, where the null hypothesis is that the matrix of correlations or regression parameters B between Y and Z has rank(B)=r, is N times the sum of the r+1 largest squared canonical correlations.

The traditional test of the rank of a matrix for the standard (stationary) case is the Anderson (1951) canonical correlations test.

Another example from econometrics concerns cointegration in vector autoregressive (VAR) models the Johansen trace test is a test of a rank of a particular matrix.

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For example, in econometrics the requirement for identification is the rank condition, which states that a particular matrix must be of full column rank. Tests of the rank of a matrix have many practical applications. Ranktest implements various tests for the rank of a matrix.