raintest {lmtest}R Documentation

Rainbow-Test

Description

raintest performs the Rainbow-Tests on linearity.

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 'raintest' is called from

Details

The basic idea of the Rainbow-Test is that even if the true relationship is nonlinear, over a subsample of data given a good linear fit can be achieved. The null hypothesis is rejected whenever the overall fit is significantly inferious to the fit of the subsample. The test statistic under H_0 follows a F distribution with df1 and df2 degree of freedom. This particular procedure compares a subsample consisting of all data points without the upper and lower quartile (of time index), thus 50 data points. If the true relationship is concave or convex, the null hypothesis should be rejected.

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 test

See Also

lm

Examples

x <- c(1:30);
y <- x^2 + rnorm(30,0,2);
formular <- y ~ x;
rain <- raintest(formular);
qf(0.95, rain$parameter[1], rain$parameter[2]);


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