Harvey-Collier-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 'harvtest' is
called from
|
Description
harvtest
performs the Harvey-Collier-Test for linearity.Details
The Harvey-Collier-Tests examines if the true relationship is linear versus a
convex or concave relationship under the alternative. The test statistic under
null hypothesis follows a t distribution with df degree of freedom.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;
harv <- harvtest(formular);
qt(0.95, harv$parameter[1]);