computegvlma {gvlma} | R Documentation |
Given an lm
object, this function computes the global and
directional test statistics for assessing the linear model assumptions.
computegvlma(lmobj, alphalevel, v)
lmobj |
A linear models object resulting from a call to lm . |
alphalevel |
Level of significance to conduct tests for assessing the linear models assumptions. |
v |
The time sequence vector for the heteroscedasticity test, S^2_4. A vector of length the number of observations in the linear model. |
This function is not really meant to be called directly, but rather
by the function gvlma
.
A gvlma object, which consists of the components of the linear models object provided as input, plus a list of the results of the model assumptions tests. The components associated with the global and directional tests are the following:
LevelOfSignificance |
Significance level at which decisions (whether model assumptions are satisfied) were determined. |
GlobalStat4 |
A list of the Value , pvalue and
Decision associated with the global test. |
DirectionalStat1 |
A list of the Value , pvalue and
Decision associated with the skewness directional test,
S^2_1. |
DirectionalStat2 |
A list of the Value , pvalue and
Decision associated with the kurtosis directional test,
S^2_2. |
DirectionalStat3 |
A list of the Value , pvalue and
Decision associated with the link function directional test,
S^2_3. |
DirectionalStat4 |
A list of the Value , pvalue and
Decision associated with the heteroscedasticity test,
S^2_4. |
timeseq |
The time sequence used for the 4th directional statistic. |
Slate, EH SlateEH@musc.edu and Pena, EA pena@stat.sc.edu.
Pena, EA and Slate, EH (2006). “Global validation of linear model assumptions,” J. Amer. Statist. Assoc., 101(473):341-354.