This function implements the nonparametric test of Wilcox06;textualskedastic for testing for heteroskedasticity in a simple linear regression model, and extends it to the multiple linear regression model.
wilcox_keselman(
mainlm,
gammapar = 0.2,
B = 500L,
p.adjust.method = "none",
seed = NA,
rqwarn = FALSE,
matchWRS = FALSE,
statonly = FALSE
)Either an object of class "lm"
(e.g., generated by lm), or
a list of two objects: a response vector and a design matrix. The objects
are assumed to be in that order, unless they are given the names
"X" and "y" to distinguish them. The design matrix passed
in a list must begin with a column of ones if an intercept is to be
included in the linear model. The design matrix passed in a list should
not contain factors, as all columns are treated 'as is'. For tests that
use ordinary least squares residuals, one can also pass a vector of
residuals in the list, which should either be the third object or be
named "e".
A double value between 0 and 0.5 exclusive specifying the quantile value \(gamma\). Defaults to 0.2.
An integer specifying the number of nonparametric bootstrap samples
to use to estimate standard error(s) of the quantile difference(s).
Defaults to 500L.
A character specifying the family-wise error rate
method to use in adjusting \(p\)-values (if it is a multiple linear
regression model). The value is passed to p.adjust.
By default no adjustment is made.
An integer specifying a seed to pass to
set.seed for random number generation. This allows
reproducibility of bootstrap results. The default value, NA,
results in not setting a seed.
A logical specifying whether warnings generated by
rq.fit (such as 'Solution may be nonunique')
should be printed (TRUE) or suppressed (FALSE). Defaults
to FALSE.
A logical specifying whether bootstrap samples should be
generated in the exact same manner as in the qhomtv2 function in
WRS package. If TRUE, and
seed is set to 2 and B to 100 and
p.adjust.method to "none", results will
be identical to those of the default settings of qhomtv2.
A logical. If TRUE, only the test statistic value
is returned, instead of an object of class
"htest". Defaults to FALSE.
An object of class "htest". If object is
not assigned, its attributes are displayed in the console as a
tibble using tidy.
Rand R. Wilcox's package
WRS on Github; in particular
the functions qhomt and qhomtv2, which implement this
method for simple and multiple linear regression respectively.
# NOT RUN {
mtcars_lm <- lm(mpg ~ wt + qsec + am, data = mtcars)
wilcox_keselman(mtcars_lm)
# }
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