compare_resids: Compare regression residual standard deviation across models

In paramhetero: Numeric and Visual Comparisons of Heterogeneity in Parametric Models

Compare regression residual standard deviation across models

Description

Compare residual standard deviation across models. Works for linear regression (lm) only.

Usage

compare_resids(model_list)

Arguments

model_list

A list of regression models.

Details

This function currently supports comparing residual standard deviation from two models. Residuals are assumed to be normally distributed (as also assumed in the linear model itself) and are compared by an F test.

Value

Vector of results. This includes the residual standard deviation from each model, the F statistic comparing the standard deviations, the numerator and denominator degrees of freedom, and the p-value.

Examples

 ##Simulate data

 N = 500

 m = rep(1:2, each=N)

 x1 = rnorm(n=N*2)
 x2 = rnorm(n=N*2)
 x3 = rnorm(n=N*2)

 y = x1 + x2 + x3 + rnorm(n=N*2)

 dat = data.frame(m, x1, x2, x3, y)

 m1 = lm(y ~ x1 + x2 + x3, data=dat, subset=m==1)
 m2 = lm(y ~ x1 + x2 + x3, data=dat, subset=m==2)

 mList = list(m1, m2)

 compare_resids(model_list = mList)

paramhetero documentation built on April 26, 2022, 1:06 a.m.