update.gvlma: Update a Gvlma Object

In gvlma: Global Validation of Linear Models Assumptions

Description

Update a gvlma object with changes to the linear model, the level of significance for global tests, or the time sequence used for the heteroscedasticity directional test.

Usage

## S3 method for class 'gvlma'
update(object, formula, ...)

Arguments

object	A gvlma object resulting from a call to gvlma.
formula	(optional) A new formula describing the underlying linear model.
...	Additional arguments to be changed from the original call to gvlma. These may include arguments to the lm function, such as subset, as well as the gvlma-specific arguments alphalevel and timeseq. Internal note: The function deletion.gvlma passes the argument warn = FALSE to suppress warnings about a time sequence of incorrect length.

Details

All arguments other than alphalevel and timeseq (and warn) are passed on to a call to update for the underlying linear model.

If alphalevel is specified, then subsequent displays of the global and directional test statistic decisions will be based on the new level of significance. If timeseq is specified, then the heteroscdasticity direction test, S^2_4, will be updated to use the new time sequence.

Value

A new gvlma object is returned.

Author(s)

Slate, EH [e-mail] and Pena, EA [e-mail].

References

Pena, EA and Slate, EH (2006). “Global validation of linear model assumptions,” J.\ Amer.\ Statist.\ Assoc., 101(473):341-354.

See Also

gvlma,update.default

Examples

data(CarMileageData)
CarModelAssess <- gvlma(NumGallons ~ MilesLastFill + NumDaysBetw,
                        data = CarMileageData)
CarModelAssess
summary(CarModelAssess)
CarModelNew <- update(CarModelAssess, alphalevel = 0.01)
CarModelNew
CarModelNew <- update(CarModelAssess, subset = -(1:10))
CarModelNew
summary(CarModelNew)

gvlma documentation built on May 2, 2019, 9:20 a.m.