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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

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.

See Also

fwdglm, fwdlm, score.s.