computegvlma {gvlma} | R Documentation |
Internal Computations for Gvlma Objects
Description
Given an lm
object, this function computes the global and
directional test statistics for assessing the linear model assumptions.
Usage
computegvlma(lmobj, alphalevel, v)
Arguments
lmobj |
A linear models object resulting from a call to |
alphalevel |
Level of significance to conduct tests for assessing the linear models assumptions. |
v |
The time sequence vector for the heteroscedasticity test,
|
Details
This function is not really meant to be called directly, but rather
by the function gvlma
.
Value
A gvlma object, which consists of the components of the linear models object provided as input, plus a list of the results of the model assumptions tests. The components associated with the global and directional tests are the following:
LevelOfSignificance |
Significance level at which decisions (whether model assumptions are satisfied) were determined. |
GlobalStat4 |
A list of the |
DirectionalStat1 |
A list of the |
DirectionalStat2 |
A list of the |
DirectionalStat3 |
A list of the |
DirectionalStat4 |
A list of the |
timeseq |
The time sequence used for the 4th directional statistic. |
Author(s)
Slate, EH slate@stat.fsu.edu and Pena, EA pena@stat.sc.edu.
References
Pena, EA and Slate, EH (2006). “Global validation of linear model assumptions,” J.\ Amer.\ Statist.\ Assoc., 101(473):341-354.