Global Validation of Linear Model Assumptions

Description

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.

Details

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.

Author(s)

Slate, EH SlateEH@musc.edu and Pena, EA pena@stat.sc.edu

Maintainer: Slate, EH <SlateEH@musc.edu>

References

Pena, EA and Slate, EH (2006). “Global validation of linear model assumptions,” J. Amer. Statist. Assoc., 101(473):341-354.

See Also

gvlma

Examples

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)