gvlma-package {gvlma} | R Documentation |
Perform a single global test to assess the linear model assumptions, as well as perform specific directional tests designed to detect skewness, kurtosis, a nonlinear link function, and heteroscedasticity.
Package: | gvlma |
Type: | Package |
Version: | 1.0 |
Date: | 2006-06-07 |
License: | GPL |
The function gvlma
will take either a linear models object or a
formula and data set for a linear model (single response) and compute
the global
and directional tests for assessing modeling assumptions as described in
the reference listed below. The function deletion.gvlma
will
compute the deletion (“leave-one-out”) global statistics described in
that paper.
Slate, EH SlateEH@musc.edu and Pena, EA pena@stat.sc.edu
Maintainer: Slate, EH <SlateEH@musc.edu>
Pena, EA and Slate, EH (2006). “Global validation of linear model assumptions,” J. Amer. Statist. Assoc., 101(473):341-354.
x1 <- rnorm(100,0,2) x2 <- runif(100) y <- 3*x1 -x2 + rnorm(100) gvmodel <- gvlma(lm(y ~ x1 + x2)) plot(gvmodel) summary(gvmodel) gvmodel.del <- deletion.gvlma(gvmodel) summary(gvmodel.del) plot(gvmodel.del)