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

flipscores-package

R Documentation

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

Description

Provides robust tests for testing in GLMs, by sign-flipping score contributions. The tests are robust against overdispersion, heteroscedasticity and, in some cases, ignored nuisance variables. See Hemerik, Goeman and Finos (2020) \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1111/rssb.12369")}.

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)

Maintainer: Livio Finos livio.finos@unipd.it (ORCID)

Other contributors:

Jelle J. Goeman [contributor]
Jesse Hemerik [contributor]
Riccardo De Santis [contributor]

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 April 12, 2025, 1:33 a.m.