README.md

In jepperosenborg/olsat: Testing for OLS Assumptions

olsat

Ordinary Least Square Assumptions Tester in R

This package will conduct multiple OLS assumption tests in one function in R.

Installation

You can install the released version of olsat from GitHub with:

# install.packages("devtools")
devtools::install_github("jepperosenborg/olsat")

Example

How to run the tester:

library(olsat)
## basic example code
olsatester(lm(Sepal.Length ~ Sepal.Width + Petal.Length, data = iris))

Assumption Test Values Value.type Interpretation Acceptance MLR.1 Linearity Model F-statistics 0.0000 P-value H0: Non-linearity Acceptable MLR.1 Linearity Likelihood Ratio 0.0000 P-value H0: Non-linearity Acceptable MLR.3 No Perfect Collinearity (Multicollinearity) Farrar–Glauber 0.0000 \# of variables Variables with collinearity Acceptable MLR.5 Homoscedasticity Breusch-Pagan 0.0010 P-value H0: Homoscedasticity Unacceptable MLR.5 Homoscedasticity Non-Constant Error Variance 0.0008 P-value H0: Homoscedasticity Unacceptable MLR.6 Normality of Errors (Normally distributed) Shapiro-Wilk 0.0102 P-value H0: Normally distributed Unacceptable MLR.6 Normality of Errors (Normally distributed) Kolmogorov-Smirnov 0.2733 P-value H0: Normally distributed Acceptable Independant error terms Durbin-Watson 0.5141 P-value H0: Independance Acceptable Independant error terms Breusch-Godfrey 0.8044 P-value H0: Independance Acceptable

jepperosenborg/olsat documentation built on Nov. 4, 2019, 2:39 p.m.