DAMisc (version 1.3)

crTest: Test of linearity for Component + Residual Plots

Description

This function estimates a linear model and a loess model on the component-plus-residual plot (i.e., a partial residual plot) for each quantitative variable in the model. The residual sums of squares for each are used to calculate an F-test for each quantitative variable.

Usage

crTest(model, adjust.method="none", ...)

Arguments

model

A model object of class lm

adjust.method

Adjustment method for multiple-testing procedure, using p.adjust from stats.

...

Other arguments to be passed down to the call to loess.

Value

• A matrix with the following columns for each variable:
• RSSp
  Residual sum-of-squares for the parametric (linear) model.
• RSSnp
  Residual sum-of-squares for the non-parametric (loess) model.
• DFnum
  Numerator degrees of freedom for the F-test: tr(S)-(k+1).
• DFdenom
  Denominator degrees of freedom for the F-test: n-tr(S)
• F
  F-statistic
• p
  p-value, potentially adjusted for multiple comparisons.

Examples

library(car)
mod <- lm(prestige ~ income + education + women, data=Prestige)
crTest(mod)