flipscores (version 1.3.2)

flipscores-package: flipscores: Robust Score Testing in GLMs, by Sign-Flip Contributions

Description

Provides robust tests for testing in GLMs, by sign-flipping score contributions. The tests are robust against overdispersion, heteroscedasticity and, in some cases, ignored nuisance variables. See Hemerik, Goeman and Finos (2020) tools:::Rd_expr_doi("10.1111/rssb.12369").

It provides robust tests for testing in GLMs, by sign-flipping score contributions. The tests are often robust against overdispersion, heteroscedasticity and, in some cases, ignored nuisance variables.

Author

Maintainer: Livio Finos (ORCID)

Other contributors:

• Jelle J. Goeman [contributor]

• Jesse Hemerik [contributor]

• Riccardo De Santis [contributor]

Livio Finos, Jelle Goeman and Jesse Hemerik, with contribution of Riccardo De Santis.

Examples

set.seed(1)
dt=data.frame(X=rnorm(20),
   Z=factor(rep(LETTERS[1:3],length.out=20)))
dt$Y=rpois(n=20,lambda=exp(dt$X))
mod=flipscores(Y~Z+X,data=dt,family="poisson",x=TRUE)
summary(mod)

# Anova test
anova(mod)
# or
mod0=flipscores(Y~Z,data=dt,family="poisson",x=TRUE)
anova(mod0,mod)
# and
mod0=flipscores(Y~X,data=dt,family="poisson")
anova(mod0,mod)