

raintest(lmtest)                             R Documentation

_R_a_i_n_b_o_w_-_T_e_s_t

_D_e_s_c_r_i_p_t_i_o_n_:

     `raintest' performs the Rainbow-Tests on linearity.

_U_s_a_g_e_:

     raintest(formula, data=list())

_A_r_g_u_m_e_n_t_s_:

 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

_D_e_t_a_i_l_s_:

     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 sig-
     nificantly 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 proce-
     dure 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 con-
     cave or convex, the null hypothesis should be rejected.

_V_a_l_u_e_:

     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.

_A_u_t_h_o_r_(_s_)_:

     Torsten Hothorn <hothorn@amadeus.statistik.uni-dort-
     mund.de>

_R_e_f_e_r_e_n_c_e_s_:

     Kraemer, W., Sonnberger, H. (1986): The linear regres-
     sion model under test

_S_e_e _A_l_s_o_:

     `lm'

_E_x_a_m_p_l_e_s_:

     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]);

