outlierTest

0th

Percentile

Bonferroni Outlier Test

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.

Keywords
regression, htest
Usage
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.

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. (2005) Applied Linear Regression, Third Edition, Wiley. Williams, D. A. (1987) Generalized linear model diagnostics using the deviance and single case deletions. Applied Statistics 36, 181--191.

Aliases
  • outlierTest
  • outlierTest.lm
  • outlierTest.glm
  • print.outlierTest
Examples
outlierTest(lm(prestige ~ income + education, data=Duncan))
Documentation reproduced from package car, version 2.0-11, License: GPL (>= 2)

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