wilcox_keselman: Wilcox and Keselman's Test for Heteroskedasticity in a Linear Regression Model

Description

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.

Usage

wilcox_keselman(
  mainlm,
  gammapar = 0.2,
  B = 500L,
  p.adjust.method = "none",
  seed = NA,
  rqwarn = FALSE,
  matchWRS = FALSE,
  statonly = FALSE
)

Value

An object of class

"htest". If object is not assigned, its attributes are displayed in the console as a

tibble using tidy.

Arguments

mainlm: 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".
gammapar: A double value between 0 and 0.5 exclusive specifying the quantile value $g a m m a$ . Defaults to 0.2.
B: An integer specifying the number of nonparametric bootstrap samples to use to estimate standard error(s) of the quantile difference(s). Defaults to 500L.
p.adjust.method: 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.
seed: An integer specifying a seed to pass to set.seed for random number generation. This allows reproducibility of bootstrap results. The value NA results in not setting a seed.
rqwarn: 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.
matchWRS: 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.
statonly: A logical. If TRUE, only the test statistic value is returned, instead of an object of class "htest". Defaults to FALSE.

References

Examples

Run this code

mtcars_lm <- lm(mpg ~ wt + qsec + am, data = mtcars)
wilcox_keselman(mtcars_lm)

Run the code above in your browser using DataLab

The Learning Leader's Guide to AI Literacy