Computes the score test statistic for the goodness of link test in generalized linear models.
scglm(x, y, family, weights, beta, phi = 1, offset)
Return the value of the score test statistic.
a matrix or data frame containing the explanatory variables.
the response: a vector of length the number of rows of x
.
a description of the error distribution and link function to be used in the model. See family
for details.
an optional vector of weights to be used in the fitting process.
a vector of coefficients estimates
the dispersion parameter
optional, a priori known component to be included in the linear predictor during fitting.
Originally written for S-Plus by:
Kjell Konis kkonis@insightful.com and Marco Riani mriani@unipr.it
Ported to R by Luca Scrucca luca@stat.unipg.it
See pag. 200--201 of Atkinson and Riani (2000).
Atkinson, A.C. and Riani, M. (2000), Robust Diagnostic Regression Analysis, First Edition. New York: Springer, Chapter 6.
fwdglm
, fwdlm
, score.s
.