Goodness of Link Test in GLM

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Description

Computes the score test statistic for the goodness of link test in generalized linear models.

Usage

1
scglm(x, y, family, weights, beta, phi = 1, offset)

Arguments

x

a matrix or data frame containing the explanatory variables.

y

the response: a vector of length the number of rows of x.

family

a description of the error distribution and link function to be used in the model. See family for details.

weights

an optional vector of weights to be used in the fitting process.

beta

a vector of coefficients estimates

phi

the dispersion parameter

offset

optional, a priori known component to be included in the linear predictor during fitting.

Details

See pag. 200–201 of Atkinson and Riani (2000).

Value

Return the value of the score test statistic.

Author(s)

Originally written for S-Plus by: Kjell Konis kkonis@insightful.com and Marco Riani mriani@unipr.it
Ported to R by Luca Scrucca luca@stat.unipg.it

References

Atkinson, A.C. and Riani, M. (2000), Robust Diagnostic Regression Analysis, First Edition. New York: Springer, Chapter 6.

See Also

fwdglm, fwdlm, score.s.