R/khomreg.R

In musto101/wilcox_R: What the package does (short line)

khomreg <-
function(x,y,xout=FALSE,outfun=out,...){
#
# Test hypothesis that error term in a linear regression model
# is homoscedastic using modification of Cook-Weisberg
# statistic derived by Koenker;
# See Lyon and Tsai, 1996, Statistician, 45, 337-349
#
x<-as.matrix(x)
if(xout){
flag<-outfun(x,...)$keep
x<-as.matrix(x)
x<-x[flag,]
y<-y[flag]
x<-as.matrix(x)
}
pv<-ncol(x)
pv1<-pv+1
m<-cbind(x,y)
m<-elimna(m)
x<-m[,1:pv]
x<-as.matrix(x)
y<-m[,pv1]
dvec<-NA
mat<-matrix(nrow=nrow(x),ncol=pv)
temp<-lsfit(x,y)
sigest<-mean(temp$res^2)
dvec<-y-temp$res
dbar<-dvec-mean(dvec)
uval<-temp$res^2
uval<-as.matrix(uval)
test<-t(uval)%*%dbar%*%solve(t(dbar)%*%dbar)%*%t(dbar)%*%uval
psihat<-mean((temp$res^2-sigest)^2)
test<-test/psihat
p.value<-1-pchisq(test,1)
list(test=test,p.value=p.value)
}