ols_test_f: F test

In olsrr: Tools for Building OLS Regression Models

F test

Description

Test for heteroskedasticity under the assumption that the errors are independent and identically distributed (i.i.d.).

Usage

ols_test_f(model, fitted_values = TRUE, rhs = FALSE, vars = NULL, ...)

Arguments

model	An object of class lm.
fitted_values	Logical; if TRUE, use fitted values of regression model.
rhs	Logical; if TRUE, specifies that tests for heteroskedasticity be performed for the right-hand-side (explanatory) variables of the fitted regression model.
vars	Variables to be used for for heteroskedasticity test.
...	Other arguments.

Value

ols_test_f returns an object of class "ols_test_f". An object of class "ols_test_f" is a list containing the following components:

f	f statistic
p	p-value of f
fv	fitted values of the regression model
rhs	names of explanatory variables of fitted regression model
numdf	numerator degrees of freedom
dendf	denominator degrees of freedom
vars	variables to be used for heteroskedasticity test
resp	response variable
preds	predictors

References

Wooldridge, J. M. 2013. Introductory Econometrics: A Modern Approach. 5th ed. Mason, OH: South-Western.

See Also

Other heteroskedasticity tests: ols_test_bartlett(), ols_test_breusch_pagan(), ols_test_score()

Examples

# model
model <- lm(mpg ~ disp + hp + wt + qsec, data = mtcars)

# using fitted values
ols_test_f(model)

# using all predictors of the model
ols_test_f(model, rhs = TRUE)

# using fitted values
ols_test_f(model, vars = c('disp', 'hp'))

olsrr documentation built on May 29, 2024, 12:35 p.m.