scglm function

Goodness of Link Test in GLM

Computes the score test statistic for the goodness of link test in generalized linear models.

scglm(x, y, family, weights, beta, phi = 1, offset)

Arguments

• x: a matrix or data frame containing the explanatory variables.
• y: the response: a vector of length the number of rows of x.
• family: a description of the error distribution and link function to be used in the model. See family for details.
• weights: an optional vector of weights to be used in the fitting process.
• beta: a vector of coefficients estimates
• phi: the dispersion parameter
• offset: optional, a priori known component to be included in the linear predictor during fitting.

Details

See pag. 200--201 of Atkinson and Riani (2000).

Returns

Return the value of the score test statistic.

References

Atkinson, A.C. and Riani, M. (2000), Robust Diagnostic Regression Analysis, First Edition. New York: Springer, Chapter 6.

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

See Also

fwdglm, fwdlm, score.s.