Compare diagnostics across models

Runs runDiagnostics for multiple models and collects test statistics. Diagnostics that cannot be computed (for example, due to validation failures) emit warnings and fill the corresponding entries with NA_real_. The original error messages are preserved on the returned data frame via the diagnostic_errors attribute.

Usage

compareModelDiagnostics(models, data = NULL, tests = c("white", "breusch_pagan"))

Arguments

models

List of fitted models or formulas.

data

Optional data frame when formulas are supplied.

tests

Diagnostics to run.

Value

A data frame of statistics, one row per model. Failed diagnostics are represented by NA_real_ entries and the underlying error messages can be retrieved from the diagnostic_errors attribute.

See also

analyzeMLResiduals

Examples

 data(mtcars)
 m1 <- lm(mpg ~ wt + qsec, mtcars)
 m2 <- lm(mpg ~ wt + hp, mtcars)
 compareModelDiagnostics(list(m1, m2))
#> [INFO] Running White test
#> [INFO] White test completed: statistic = 11.8225 df = 5 p = 0.0373
#> [INFO] Running Breusch-Pagan test
#> [INFO] Running White test
#> [INFO] White test completed: statistic = 6.5431 df = 5 p = 0.2569
#> [INFO] Running Breusch-Pagan test
#>            white breusch_pagan
#> Model1 11.822480      3.134790
#> Model2  6.543086      1.026766