score.s {forward}

Score test for the Box-Cox transformation of the response

Description

Computes the approximate score test statistic for the Box-Cox transformation

Usage

score.s(x, y, la, tol = 1e-20)
lambda.mle(x, y, init = c(-2, 2), tol = 1e-04)

Arguments

x

a matrix or data frame containing the explanatory variables.

y

the response: a vector of length the number of rows of x.

la

the value of the lambda parameter.

tol

tolerance value used to check for full rank matrix.

init

range of values to search for MLE.

Details

See pag. 82–86 of Atkinson and Riani (2000).

Value

Return a list with two components:

Score

the value of the score test statistic

Likelihood

the value of the likelihood

Author(s)

Originally written for S-Plus by: Kjell Konis [e-mail] and Marco Riani [e-mail]
Ported to R by Luca Scrucca [e-mail]

References

Atkinson, A.C. and Riani, M. (2000), Robust Diagnostic Regression Analysis, First Edition. New York: Springer, Chapter 4.

See Also

fwdsco, fwdlm, fwdglm.