Ramsey's RESET test for nonlinearity

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

Adds powers of the fitted values and performs an F-test to check for neglected nonlinearity.

Usage

performRESETTest(model, data = NULL, power = 2:3)

Arguments

model

A fitted lm model.

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 response, fitted values and model matrix of model, so data does not change the result; it is accepted so that every test takes (model, data, ...). Before 0.15.0 the second argument was power: a number passed there by position is still read as power in 0.15.x, with a warning that shows the new call, and stops working in 1.0.0.

power

Numeric vector of powers to include.

Value

An object of class htest.

Details

On a fit with weights the augmented model is fitted by weighted least squares and both residual sums of squares are weighted. Releases before 0.12.0 refitted the augmented model without the weights, so the two models were not nested.

Examples

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