harvtest {lmtest} | R Documentation |
harvtest
performs the Harvey-Collier-Test for linearity.
harvtest(formula, data=list())
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 |
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.
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. |
Torsten Hothorn <Torsten.Hothorn@rzmail.uni-erlangen.de>
Kraemer, W., Sonnberger, H. (1986): The linear regression model under test
x <- c(1:30); y <- x^2 + rnorm(30,0,2); formular <- y ~ x; harv <- harvtest(formular); qt(0.95, harv$parameter[1]);