View source: R/compare_resids.R
compare_resids | R Documentation |
Compare residual standard deviation across models. Works for linear regression
(lm
) only.
compare_resids(model_list)
model_list |
A list of regression models. |
This function currently supports comparing residual standard deviation from two models. Residuals are assumed to be normally distributed (as also assumed in the linear model itself) and are compared by an F test.
Vector of results. This includes the residual standard deviation from each model, the F statistic comparing the standard deviations, the numerator and denominator degrees of freedom, and the p-value.
##Simulate data N = 500 m = rep(1:2, each=N) x1 = rnorm(n=N*2) x2 = rnorm(n=N*2) x3 = rnorm(n=N*2) y = x1 + x2 + x3 + rnorm(n=N*2) dat = data.frame(m, x1, x2, x3, y) m1 = lm(y ~ x1 + x2 + x3, data=dat, subset=m==1) m2 = lm(y ~ x1 + x2 + x3, data=dat, subset=m==2) mList = list(m1, m2) compare_resids(model_list = mList)
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