Rainbow-Test
Usage
raintest(formula, data=list())
Arguments
formula
|
a symbolic describtion for the model to be tested
|
data
|
an optional data frame containing the variables in the model.
By default the variables are taken from the environment which 'raintest' is
called from
|
Description
raintest
performs the Rainbow-Tests on linearity.Details
The basic idea of the Rainbow-Test is that even if the true relationship is
nonlinear, over a subsample of data given a good linear fit can be achieved.
The null hypothesis is rejected whenever the overall fit is significantly
inferious to the fit of the subsample. The test statistic under H_0
follows a F distribution with df1 and df2 degree of freedom. This
particular procedure compares a subsample consisting of all data points
without the upper and lower quartile (of time index), thus 50
data points. If the true relationship is concave or convex, the null hypothesis
should be rejected.Value
A list with class "htest"
containing the following components:
statistic
|
the value of the test statistic.
|
p.value
|
the p-value of the test.
|
method
|
a character string indicating what type of test was
performed.
|
data.name
|
a character string giving the name(s) of the data.
|
Author(s)
Torsten Hothorn <hothorn@amadeus.statistik.uni-dortmund.de>References
Kraemer, W., Sonnberger, H. (1986): The linear regression model
under testSee Also
lm
Examples
x <- c(1:30);
y <- x^2 + rnorm(30,0,2);
formular <- y ~ x;
rain <- raintest(formular);
qf(0.95, rain$parameter[1], rain$parameter[2]);