outlierTest: Bonferroni Outlier Test

Description Usage Arguments Details Value Author(s) References Examples

View source: R/outlierTest.R

Description

Reports the Bonferroni p-values for Studentized residuals in linear and generalized linear models, based on a t-test for linear models and normal-distribution test for generalized linear models.

Usage

1
2
3
4
5
6
7
8
outlierTest(model, ...)

## S3 method for class 'lm'
outlierTest(model, cutoff=0.05, n.max=10, order=TRUE, 
	labels=names(rstudent), ...)

## S3 method for class 'outlierTest'
print(x, digits=5, ...)

Arguments

model

an lm or glm model object.

cutoff

observations with Bonferonni p-values exceeding cutoff are not reported, unless no observations are nominated, in which case the one with the largest Studentized residual is reported.

n.max

maximum number of observations to report (default, 10).

order

report Studenized residuals in descending order of magnitude? (default, TRUE).

labels

an optional vector of observation names.

...

arguments passed down to methods functions.

x

outlierTest object.

digits

number of digits for reported p-values.

Details

For a linear model, p-values reported use the t distribution with degrees of freedom one less than the residual df for the model. For a generalized linear model, p-values are based on the standard-normal distribution. The Bonferroni adjustment multiplies the usual two-sided p-value by the number of observations. The lm method works for glm objects. To show all of the observations set cutoff=Inf and n.max=Inf.

Value

an object of class outlierTest, which is normally just printed.

Author(s)

John Fox [email protected] and Sanford Weisberg

References

Cook, R. D. and Weisberg, S. (1982) Residuals and Influence in Regression. Chapman and Hall.

Fox, J. (2008) Applied Regression Analysis and Generalized Linear Models, Second Edition. Sage.

Fox, J. and Weisberg, S. (2011) An R Companion to Applied Regression, Second Edition, Sage.

Weisberg, S. (2014) Applied Linear Regression, Fourth Edition, Wiley.

Williams, D. A. (1987) Generalized linear model diagnostics using the deviance and single case deletions. Applied Statistics 36, 181–191.

Examples

1
outlierTest(lm(prestige ~ income + education, data=Duncan))

Example output

No Studentized residuals with Bonferonni p < 0.05
Largest |rstudent|:
         rstudent unadjusted p-value Bonferonni p
minister 3.134519          0.0031772      0.14297

car documentation built on Nov. 17, 2017, 2:16 p.m.