Last data update: 2014.03.03
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R: Goodness of Link Test in GLM
Goodness of Link Test in GLM
Description
Computes the score test statistic for the goodness of link test in generalized linear models.
Usage
scglm(x, y, family, weights, beta, phi = 1, offset)
Arguments
x |
a matrix or data frame containing the explanatory variables.
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y |
the response: a vector of length the number of rows of x .
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family |
a description of the error distribution and link function to be used in the model. See family for details.
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weights |
an optional vector of weights to be used in the fitting process.
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beta |
a vector of coefficients estimates
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phi |
the dispersion parameter
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offset |
optional, a priori known component to be included in the linear predictor during fitting.
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Details
See pag. 200–201 of Atkinson and Riani (2000).
Value
Return the value of the score test statistic.
Author(s)
Originally written for S-Plus by:
Kjell Konis kkonis@insightful.com and Marco Riani mriani@unipr.it
Ported to R by Luca Scrucca luca@stat.unipg.it
References
Atkinson, A.C. and Riani, M. (2000), Robust Diagnostic Regression Analysis, First Edition. New York: Springer, Chapter 6.
See Also
fwdglm , fwdlm , score.s .
Results
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