scglm: Goodness of Link Test in GLM
Description
Computes the score test statistic for the goodness of link test in generalized linear models.Usage
scglm(x, y, family, weights, beta, phi = 1, offset)
Arguments
x
a matrix or data frame containing the explanatory variables.
y
the response: a vector of length the number of rows of `x'.
family
a description of the error distribution and link function to be used in the model. See `family' for details.
weights
an optional vector of weights to be used in the fitting process.
beta
a vector of coefficients estimates
phi
the dispersion parameter
offset
optional, a priori known component to be included in the linear predictor during fitting.
Value
- Return the value of the score test statistic.
Details
See pag. 200--201 of Atkinson and Riani (2000).References
Atkinson, A.C. and Riani, M. (2000), Robust Diagnostic Regression Analysis, First Edition. New York: Springer, Chapter 6.