harvtest performs the Harvey-Collier-Test for linearity.
Usage
harvtest(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
Value
A list with class "htest" containing the following components:
statisticthe value of the test statistic.
p.valuethe p-value of the test.
methoda character string indicating what type of test was
performed.
data.namea character string giving the name(s) of the data.
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.
References
Kraemer, W., Sonnberger, H. (1986): The linear regression model
under test