score.s: Score test for the Box-Cox transformation of the response

In forward: Robust Analysis using Forward Search

Score test for the Box-Cox transformation of the response

Description

Computes the approximate score test statistic for the Box-Cox transformation

Usage

score.s(x, y, la, tol = 1e-20)
lambda.mle(x, y, init = c(-2, 2), tol = 1e-04)

Arguments

x	a matrix or data frame containing the explanatory variables.
y	the response: a vector of length the number of rows of x.
la	the value of the lambda parameter.
tol	tolerance value used to check for full rank matrix.
init	range of values to search for MLE.

Details

See pag. 82–86 of Atkinson and Riani (2000).

Value

Return a list with two components:

Score	the value of the score test statistic
Likelihood	the value of the likelihood

Author(s)

Originally written for S-Plus by: Kjell Konis [e-mail] and Marco Riani [e-mail]
Ported to R by Luca Scrucca [e-mail]

References

Atkinson, A.C. and Riani, M. (2000), Robust Diagnostic Regression Analysis, First Edition. New York: Springer, Chapter 4.

See Also

fwdsco, fwdlm, fwdglm.

forward documentation built on May 9, 2022, 9:05 a.m.