GLT {NormData} | R Documentation |
Conduct the General Linear Test (GLT) procedure
Description
The function GLT
fits two nested linear regression models (that are referred to as the unrestricted and the restricted models), and evaluates whether or not the fit of both models differs significantly.
Usage
GLT(Dataset, Unrestricted.Model, Restricted.Model, Alpha=0.05,
Alpha.Homosc=0.05, Assume.Homoscedasticity=NULL)
Arguments
Dataset |
A |
Unrestricted.Model |
The unrestricted regression model to be fitted. A formula should be provided using the syntaxis of the |
Restricted.Model |
The restricted regression model to be fitted. |
Alpha |
The significance level that should be used in the GLT procedure. Default |
Alpha.Homosc |
The significance level to conduct the homoscedasticity test. If the unrestricted model only contains qualitative independent variables, the Levene test is used. If the model contains at least one quantitative independent variables, the Breusch-Pagan test is used. If the homoscedasticity assumption is violated, a heteroscedasticity-robust |
Assume.Homoscedasticity |
Logical. The |
Details
For details, see Van der Elst (2023).
Value
An object of class GLT
with components,
F.Test.Stat.Results |
The result of the GLT procedure, i.e., the SSEs and DFs the fitted unrestricted and restricted models, and the |
Fit.Unrestricted.Model |
The fitted unrestricted model. |
Fit.Restricted.Model |
The fitted restricted model. |
Alpha |
The significance level that was used. |
p.val.homoscedasticity |
The p-value that was used in the homoscedasticity test for the unrestricted model. |
F.Test.Hetero.Robust |
The result of the heteroscedasticity-robust |
Alpha.Homoscedasticity |
The significance level that was used to conduct the homoscedasticity test. Default |
Author(s)
Wim Van der Elst
References
Van der Elst, W. (2024). Regression-based normative data for psychological assessment: A hands-on approach using R. Springer Nature.
Examples
# Replicate the GLT results that were obtained in
# Case study 1 of Chapter 5 in Van der Elst (2023)
# ------------------------------------------------
data(Personality)
GLT.Openness <- GLT(Dataset=Personality,
Unrestricted.Model=Openness~LE, Restricted.Model=Openness~1)
summary(GLT.Openness)
# Replicate the GLT results that were obtained in
# Case study 2 of Chapter 5 in Van der Elst (2023)
# ------------------------------------------------
data(Fluency)
GLT.Fruits <- GLT(Dataset=Fluency,
Unrestricted.Model=Fruits~LE, Restricted.Model=Fruits~1)
summary(GLT.Fruits)