Perform Davidian-Carroll test

Source: man/performDavidianCarrollTest.Rd · Help: ?performDavidianCarrollTest

Regresses log(residual^2) on fitted values using a polynomial.

Usage

performDavidianCarrollTest(model, data = NULL, degree = 2)

Arguments

model

an object of class lm.

data

optional data frame the model was fitted to. When NULL, the default, the model frame of model is used. The statistic is computed from the residuals and fitted values of model, so data does not change the result; it is accepted so that every test takes (model, data, ...).

degree

polynomial degree. Before 0.15.0 degree was the second argument: a number passed there by position is still read as degree, with a warning that shows the new call; that form stops working in 1.0.0.

Value

An object of class htest.

Details

A polynomial in the fitted values is fitted to \(\log(e^2)\). Joint significance of the polynomial terms is evaluated with an \(F\) statistic.

Supported models

It accepts an lm and a glm with the Gaussian family and the identity link, unweighted or with positive weights, a fitWLS() fit and, since 0.16.0, a rank-deficient fit, which it tests on the estimable part of its design: it gives the value of the same model fitted without the aliased columns. It refuses a glm of another family or link, a survey::svyglm() fit, a fit with a zero weight, a coefficient that is not finite for another reason, and data that lack rows or variables of the fit. Since 0.16.0 it is built on the model context, and also refuses a multivariate lm ("needs a model with one response"), a fit whose coefficients, residuals or weights were changed after the fit, and a fit with model = FALSE whose model frame, rebuilt from the data it was fitted to, no longer holds its response, because those data changed after the fit, with or without data. A fit with model = FALSE whose data are gone is tested on data that give its response and fitted values, and refused without them. The test reads nothing from data, and since 0.16.0 matches it to the observations of the fit as every test does: data with row names of their own in any order, data that number their rows (a tibble, a data.table) in the order of the fit; other numbered data, rows in front of those of the fit and repeated row names are refused, where it gave the value of the fit. Which model each test accepts, and why, is set out in test_results, under Supported models.

References

Davidian, M., & Carroll, R. J. (1987). Variance function estimation. Journal of the American Statistical Association, 82(400), 1079–1091.

Examples

 data(mtcars)
 m <- lm(mpg ~ wt + qsec, data = mtcars)
 performDavidianCarrollTest(m)