test: Precision test

In santosneto/RBS: Regression models for Birnbaum-Saunders distributions

Description

Tests the null hypothesis of precision fixed in RBS models against the alternative of precision variable.

Usage

lr.test(modelh0,modelh1)

grad.test(modelh0, modelh1)

wald.test(modelh1)

score.test(modelh0, modelh1)

Arguments

modelh0	model under null hypothesis.
modelh1	model under alternative hypothesis.

Value

A list with class "htest" containing the following components:

statistic the value of the test statistic.

parameter the degrees of freedom for the test statistic.

p.value the p-value for the test.

method a character string indicating what type of likelihood ratio test was performed.

data.name a character string giving the name(s) of the data

Author(s)

Manoel Santos-Neto [e-mail], F.J.A. Cysneiros [e-mail], Victor Leiva [e-mail] and Michelli Barros [e-mail]

Examples

##
data(landrent,package='alr4')
attach(landrent)
resp <- as.vector(I(Y/X1))
y1 <-  split(resp, X4)$"1"
x21 <-  split(X2, X4)$"1"
##Fixed Precision
fit0 <- gamlss::gamlss(y1 ~ x21, family=RBS(mu.link="identity",sigma.link='identity'),method=CG()  )
##Varying Precision
fit1 <- gamlss::gamlss(y1 ~ x21,sigma.formula = y1 ~x21,
family=RBS(mu.link="identity",sigma.link="sqrt"),method=CG()  )
#Precision Test
lr.test(fit0,fit1)
score.test(fit0,fit1)
grad.test(fit0,fit1)
wald.test(fit1)

santosneto/RBS documentation built on Feb. 5, 2021, 2:12 p.m.