# lmMult: Checks and analyzes leave-multiple-out (LMO) p-values in... In reverseR: Linear Regression Stability to Significance Reversal

## Description

This function calculates leave-multiple-out (LMO) p-values for an increasing number of data points and identifies those resulting in "significance reversal" of the model, i.e. in the slope's p-value traversing the user-defined α-level.

## Usage

 ```1 2``` ```lmMult(model, max = 5, n = 10000, alpha = 0.05, method = c("pearson", "spearman"), verbose = TRUE) ```

## Arguments

 `model` the linear model of class `lm`. `max` the maximum number of points to eliminate. `n` the number of samples to draw for each 1...`max`. `alpha` the α-level to use as the threshold border. `method` select either parametric (`"pearson"`) or rank-based (`"spearman"`) statistics. `verbose` logical. If `TRUE`, results for each 1...`max` will be printed to the console.

## Details

The algorithm
1) calculates the p-value of the full model (all data points),
2) calculates a LMO-p-value for all `n` sampled groups of 1...`max` points removed,
3) checks for significance reversal in the resulting model and
4) returns all `n` samples and the corresponding p-values.

## Value

A list with the following items:

 `sample` a matrix with all `max * n` iterations, where a 1 indicates the left-out sample(s), as well as the corresponding p-values and group. `stat` for each 1...`max` LMO's, the percentage of model significance reversers.

## Author(s)

Andrej-Nikolai Spiess

## Examples

 ``` 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18``` ```## Example with single influencers and insignificant model (p = 0.115). set.seed(123) a <- 1:20 b <- 5 + 0.08 * a + rnorm(20, 0, 1) LM1 <- lm(b ~ a) res1 <- lmMult(LM1) multPlot(res1) stability(res1) ## Large example with 100 data points and highly significant model (p = 6.72E-8). ## No significance reversal up to the elimination of 20 points. set.seed(123) a <- 1:100 b <- 5 + 0.08 * a + rnorm(100, 0, 5) LM2 <- lm(b ~ a) res2 <- lmMult(LM2, max = 20) multPlot(res2) stability(res2) ```

reverseR documentation built on May 2, 2019, 10:59 a.m.