update.gvlma {gvlma} | R Documentation |
Update a gvlma object with changes to the linear model, the level of significance for global tests, or the time sequence used for the heteroscedasticity directional test.
## S3 method for class 'gvlma': update(object, formula, ...)
object |
A gvlma object resulting from a call to gvlma . |
formula |
(optional) A new formula describing the underlying linear model. |
... |
Additional arguments to be changed from the original call
to gvlma. These may include arguments to the lm function, such
as subset , as well as the gvlma-specific arguments
alphalevel and timeseq . Internal note: The function
deletion.gvlma
passes the argument warn = FALSE to suppress warnings about a
time sequence of incorrect length. |
All arguments other than alphalevel
and timeseq
(and
warn
) are passed
on to a call to update
for the underlying linear model.
If alphalevel
is
specified, then subsequent displays of the global and directional test
statistic decisions will be based on the new level of significance. If
timeseq
is specified, then the heteroscdasticity direction test,
S^2_4, will be updated to use the new time sequence.
A new gvlma object is returned.
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.
data(CarMileageData) CarModelAssess <- gvlma(NumGallons ~ MilesLastFill + NumDaysBetw, data = CarMileageData) CarModelAssess summary(CarModelAssess) CarModelNew <- update(CarModelAssess, alphalevel = 0.01) CarModelNew CarModelNew <- update(CarModelAssess, subset = -(1:10)) CarModelNew summary(CarModelNew)