Description Usage Arguments Details Value Note Author(s) See Also Examples
Integrated Regression Goodness of Fit to test the adequacy of different model to represent the regression function for a given data.
1 2 3 4 |
objH0 |
An object of class |
.
... |
One or more objects of class |
covars |
Names of continuous (numerical) variates used to
compute Integrated Regression. They should be variables contained
in the data frame used to compute the regression fit. When NULL it
is obtained as the max. number of different covariates in all tested
models. It also can be a |
B |
Bootstrap resampling size. |
LINMOD |
When |
INCREMENTAL |
When is |
x |
An object of class |
This function implements the test
H_0:m\in M_0 \ \textrm{vs} \ H_1:m\in M_1
for two different models M_0, M_1 using the
Integrated Regression Goodness of Fit as os done in intRegGOF
,
but instead of the accumulation of the residual of a givem model, in
this case, the accumuation of the difference in the fits is considered:
R^w_n(x)=n^{-1/2}∑^n_{i=1}(\hat y_{0i}-\hat y_{1i})I(x_i≤ x).
The test statistics considered are $K_n$ and $W^2_n$.
If objH0
and objH1
are lm
, glm
or nls
fits for the models in classes M_0 and
M_1 respectively, then anovarIntReg(objH0,objH1)
computes
test H_0:m\in M_0 vs H_1:m\notin M_1. When
anovarIntReg(objH0,objH1,...,objHk)
is executed (notice
that by default INCREMENTAL=FALSE
) we obtain a table with
the statistics K_n and W^2_n and its associated
p-values for each of the tests H_0:m\in M_0 vs
H_i:m\notin M_i being i=1,…,k. On the other hand,
if the parameter INCREMENTAL
is set to TRUE
, the
command returns the results for the tests H_i:m\in M_i vs
H_{i+1}:m\notin M_{i+1} being i=1,…,k-1.
This function returns an object of class anovarIntReg
, a
matrix like structure
whose rows refers to models and
columns to statistics and its p-values. It also has
an attribute heading
to support printing the object.
This method requires more testing, and careful study of the effect of factors (discrete random variables) when fitting the model.
Jorge Luis Ojeda Cabrera (jojeda@unizar.es).
1 2 3 4 5 6 7 8 | n <- 50
d <- data.frame( X1=runif(n),X2=runif(n))
d$Y <- 1 - 2*d$X1 - 5*d$X2 + rnorm(n,sd=.125)
a0 <- lm(Y~1,d)
a1 <- lm(Y~X1,d)
a2 <- lm(Y~X1+X2,d)
anovarIntReg(a0,a1,a2,B=50)
anovarIntReg(a0,a1,a2,B=50,INCREMENTAL=TRUE)
|
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