olsrr

Overview

The olsrr package provides following tools for teaching and learning OLS regression using R:

• Comprehensive Regression Output

• Variable Selection Procedures

  • All Possible Regression
  • Best Subsets Regression
  • Stepwise Regression
  • Stepwise Forward Regression
  • Stepwise Backward Regression
  • stepAIC Regression
  • stepAIC Forward Regression
  • stepAIC Backward Regression

• Heteroskedasticity Tests

  • Bartlett Test
  • Breusch Pagan Test
  • F Test
  • Score Test

• Collinearity Diagnostics

  • Variance Inflation Factors
  • Tolerance
  • Eigenvalues
  • Condition Indices

• Model Fit Assessment

  • Residual Fit Spread Plot
  • Part & Partial Correlations
  • Observed vs Fitted Values Plot
  • Lack of Fit F Test
  • Diagnostics Panel

• Measures of Influence

  • Cook's D Bar Plot
  • Cook's D Chart
  • DFBETAs Panel
  • DFFITS Plot
  • Studentized Residual Plot
  • Standardized Residual Chart
  • Studentized Residuals vs Leverage Plot
  • Deleted Studentized Residuals vs Fitted Values Plot
  • Hadi Plot
  • Potential Residual Plot

• Residual Diagnostics

  • Residual QQ Plot
  • Residual Histogram
  • Residual Box Plot
  • Residual Normality Test
  • Residual vs Fitted Values Plot

• Variable Contribution Assessment

  • Residual vs Regressor Plot
  • Added Variable Plot
  • Residual Plus Component Plot

Installation

You can install olsrr from github with:

# install olsrr from CRAN
install.packages("olsrr")

# the development version from github
# install.packages("devtools")
devtools::install_github("rsquaredacademy/olsrr")

Please note that this project is released with a Contributor Code of Conduct. By participating in this project you agree to abide by its terms.