Autoplot heteroscedasticity diagnostics¶

Source: R/ggplot_extensions.R · Help: ?autoplot.hetero_test_suite

Draws one horizontal bar per test. The length of a bar is the evidence against the null hypothesis, \(-\log_{10} p\), on an axis labelled with the p-values themselves, so a smaller p-value gives a longer bar. A dashed line marks alpha; bars that pass it are drawn in the accent colour and the others in grey. The p-value of each test is printed beside its bar, so no reading depends on colour.

Usage¶

## S3 method for class 'hetero_test_suite'
autoplot(object, ..., alpha = 0.05)

## S3 method for class 'hetero_grouped_suite'
autoplot(object, ..., alpha = 0.05)

Arguments¶

object: A hetero_test_suite or hetero_grouped_suite.
...: Unused.
alpha: Significance level marked by the dashed line. Defaults to 0.05.

Value¶

A ggplot object.

Details¶

Bars stop at \(p = 10^{-4}\): extra length beyond that would only compress the tests that are near the threshold. Labels give the p-value to three decimals, and p < 0.001 below that. A test that failed has no bar and is labelled as such.

For a grouped suite there is one panel per group.

Earlier versions¶

Up to 0.12.0 the bars were the p-values themselves on a linear axis from 0 to 1, so a test that rejected had no visible bar, and the highlighting of significant tests was never applied to a suite of more than one test.

Examples¶

fit <- lm(mpg ~ wt + qsec, data = mtcars)
suite <- runHeteroTests(
  fit, mtcars,
  tests = c("white", "breusch_pagan", "koenker"),
  progress = FALSE
)
ggplot2::autoplot(suite)