Perform Spearman rank correlation test

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

Computes Spearman's rho between absolute residuals and fitted values.

Usage

performSpearmanTest(model, data = NULL)

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, ...).

Value

An object of class htest containing the test statistic, p-value, degrees of freedom and rho.

Details

The squared rank correlation coefficient times the sample size minus 1 approximates a chi-square distribution with one degree of freedom.

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

Spearman, C. (1904). The proof and measurement of association between two things. American Journal of Psychology, 15(1), 72–101.

Examples

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