vartest: Variability tests

In jrs95/jlst: Joint location-and-scale tests

Variability tests

Description

vartest performs variability tests by either the Breusch-Pagan or Brown-Forsythe methods.

Usage

vartest(y, x, covar = NULL, covar.var = FALSE, type = 1, x.sq = FALSE)

Arguments

y	vector of outcome values
x	vector of exposure values
covar	data.frame of covariates
covar.var	adjust the second stage (variance component) of the approach by the covariates
type	type of test, where 1 = Breusch-Pagan variance test, and 2 = Brown-Forsythe variance test (default: 1)
x.sq	include x-squared in the variance part of the model

Value

vartest returns a list of results:

coef	model coefficients from variance part of the model
test	data.frame of test results

• F: the test statistic

• DF: the degrees of freedom

• P: the p-value

Author(s)

James Staley [e-mail]

Examples

x <- rbinom(1000, 1, 0.5)
y <- 0.5 + 0.025 * x + rnorm(1000, 0, sqrt(0.005 * x)) + rnorm(1000, 0, 0.1)
vartest(y, x, type = 2)

jrs95/jlst documentation built on Feb. 2, 2024, 3:19 p.m.