flipscores-package: Robust Score Testing in GLMs, by Sign-Flip Contributions

In flipscores: Robust Score Testing in GLMs, by Sign-Flip Contributions

Robust Score Testing in GLMs, by Sign-Flip Contributions

Description

It provides robust tests for testing in GLMs, by sign-flipping score contributions. The tests are often robust against overdispersion, heteroscedasticity and, in some cases, ignored nuisance variables.

Author(s)

Livio Finos, Jelle Goeman and Jesse Hemerik, with contribution of Riccardo De Santis.

Examples

set.seed(1)
dt=data.frame(X=rnorm(20),
   Z=factor(rep(LETTERS[1:3],length.out=20)))
dt$Y=rpois(n=20,lambda=exp(dt$X))
mod=flipscores(Y~Z+X,data=dt,family="poisson",x=TRUE,)
summary(mod)

# Anova test
anova(mod)
# or
mod0=flipscores(Y~Z,data=dt,family="poisson",x=TRUE)
anova(mod0,mod)
# and
mod0=flipscores(Y~X,data=dt,family="poisson")
anova(mod0,mod)

flipscores documentation built on Aug. 15, 2022, 5:09 p.m.