hSkew: Hougaard Measure of Skewness

View source: R/hSkew.R

hSkewR Documentation

Hougaard Measure of Skewness

Description

Hougaard measure of skewness with nonlinear regression

Usage

  hSkew(rx)

Arguments

rx

a result of nls function

Details

Hougaard measure of skewness can be used to check if the parameters of nonlinear regression behavior in linear fashion, i.e. symmetric confidence interval. Be cautious on the variable name conflict. All the variables in the nonlinear function should be able to be accessed by the function.

Value

Hougaard estimate of skewness for each parameter

(0, 0.1]

The estimate is very close-to-linear in behavior.

(0.1, 0.25]

The estimate is reasonably close-to-linear in behavior.

(0.25, 1]

The skweness is apparent.

>1

The estimate is considerably nonlinear in behavior.

Author(s)

Kyun-Seop Bae k@acr.kr

References

EL-Shehawy SA. On Calculating the Hougaard Measure of Skewness in a Nonlinear Regression Model with Two Parameters. J Math & Stat. 2009;5(4):360-364.

Examples

  r1 = nls(density ~ b1*conc/(b2 + conc), DNase[DNase$Run == 1, ], start=list(b1=3, b2=5))
  hSkew(r1)

wnl documentation built on April 25, 2023, 9:11 a.m.