forward (version 1.0.1)

score.s: Score test for the Box-Cox transformation of the response

Description

Computes the approximate score test statistic for the Box-Cox transformation

Usage

score.s(x, y, la, tol = 1e-20)
lambda.mle(x, y, init = c(-2, 2), tol = 1e-04)

Arguments

x

a matrix or data frame containing the explanatory variables.

y

the response: a vector of length the number of rows of `x'.

la

the value of the lambda parameter.

tol

tolerance value used to check for full rank matrix.

init

range of values to search for MLE.

Value

• Return a list with two components:
• Score
  the value of the score test statistic
• Likelihood
  the value of the likelihood

Details

See pag. 82--86 of Atkinson and Riani (2000).

References

Atkinson, A.C. and Riani, M. (2000), Robust Diagnostic Regression Analysis, First Edition. New York: Springer, Chapter 4.

See Also

fwdsco, fwdlm, fwdglm.