valreg | R Documentation |
Function to validate a regression model
valreg(
reg,
verbose = TRUE,
nvar = 5,
boot = TRUE,
alpha = 0.05,
conf.level = 0.95,
plot = FALSE,
data = c(),
raintest_alpha = 0.05,
dwtest_alpha = 0.03,
shapiro_alpha = 0.05,
bptest_alpha = 0.05
)
reg |
A regression model |
verbose |
To see the detailed balance sheet |
nvar |
The maximum number of variables allowed. |
boot |
For checking the model by bootstrap with bootreg() (FALSE or TRUE) |
alpha |
Maximum value accepted for the p-values of the model and its coefficients. |
conf.level |
Confidence interval accepted to validate the regression model by bootstrap. |
plot |
For seeing the graphical analysis of bootreg() (FALSE or TRUE) |
data |
optional, the data.frame of data if complex model. |
raintest_alpha |
Minimal value of p-value accepted for Rainbow test |
dwtest_alpha |
Minimal value of p-value accepted for Durbin-Watson test |
shapiro_alpha |
Minimal value of p-value accepted for Shapiro-Wilk test |
bptest_alpha |
Minimal value of p-value accepted for Breush-Pagan test |
This function allows to run all the tests necessary to validate a regression model (check the normal distribution of the residuals, avoid leverage effects, control the variance of the residuals...).
valreg will therefore validate the regression model, control the p-values and, possibly (boot argument), control the reliability by bootstrap with the bootreg function.
#Example 1
data(iris)
reg <- lm(Sepal.Length~.,data=iris[,1:4])
valreg(reg,verbose=TRUE)
#Example 2
data(airquality)
reg <- lm(Wind~Temp,data=airquality)
valreg(reg,verbose=TRUE)
#Example 3
data(mtcars)
reg <- lm(cyl~gear,data=mtcars)
valreg(reg,verbose=TRUE,boot=TRUE)
#Example 4
data(iris)
reg <- lm(Petal.Width~Petal.Length,data=iris[iris$Species=="virginica",])
valreg(reg,verbose=TRUE,boot=TRUE,plot=TRUE)
plot(reg)
#Example 5
data(mtcars);
reg<- lm(cyl~disp+hp,data=mtcars);
corrigraph(mtcars,"cyl");
valreg(reg, verbose=TRUE, plot=TRUE)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.