inst/doc/dScoreTest.R

In dScoreTest: Debiased Score Tests for Goodness of Fit and Model Comparison

## ----include = FALSE----------------------------------------------------------
knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>"
)

## ----setup--------------------------------------------------------------------
library(dScoreTest)

## ----gof-wellspec-------------------------------------------------------------
set.seed(3)
n <- 300
dat <- data.frame(x1 = rnorm(n), x2 = rnorm(n))
dat$y <- 1 + dat$x1 + dat$x2 + rnorm(n)

fit <- lm(y ~ x1 + x2, data = dat)
gof_test(fit)

## ----gof-misspec--------------------------------------------------------------
dat$y2 <- 1 + dat$x1 + dat$x1^2 + dat$x2 + rnorm(n)
fit.mis <- lm(y2 ~ x1 + x2, data = dat)
gof_test(fit.mis)

## ----compare------------------------------------------------------------------
dat$x1sq <- dat$x1^2
fit.0 <- lm(y2 ~ x1 + x2,        data = dat)   # null (linear)
fit.1 <- lm(y2 ~ x1 + x1sq + x2, data = dat)   # alternative (superset)
compare_models(fit.0, fit.1)