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)

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.

An object of class htest.

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

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

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