raintest               package: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 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.

_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 <Torsten.Hothorn@rzmail.uni-erlangen.de> and 
     Frederik von Ameln <vonameln@amadeus.statistik.uni-dortmund.de>

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

     Kraemer, W., Sonnberger, H. (1986): The linear regression 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]);

