display.delstats {gvlma}

Plot Deletion Statistics and Their P-Values for Assessment of Unusual Observations

Description

Creates a graph of the p-values associated with the deletion statistics versus the deletion statistics with unusual observations highlighted. This function is called by plot.gvlmaDel.

Usage

display.delstats(deletedStatvals, deletedpvals, nsd = 3,
                 TukeyStyle = TRUE, statname = "G", pointlabels)

Arguments

deletedStatvals

The vector of deletion statistics, with i-th entry defined as the percent relative change in the global test statistic when the i-th observation is removed from the analysis.

deletedpvals

The vector of p-values associated with the global test statistics, with i-th entry being the p-value for the global test statistic with observation i removed.

nsd

Parameter that governs which observations are deemed unusual. When TukeyStyle = TRUE, “control limits” are drawn nsd times the interquartile range beyond the quartiles for both the deletedStatvals and deletedpvals. When TukeyStyle = FALSE, “control limits” are drawn at nsd standard deviations away from the sample means. Observations beyond these “control limits” are marked and labeled using the text in pointlabels, if provided (else by observation number).

TukeyStyle

Controls how unusual observations are determined. If TukeyStyle = TRUE (default), then unusual observations are farther than nsd times the interquartile range from the quartiles (in either of the deletedStatvals and deletedpvals directions). If TukeyStyle = FALSE, then unusual observations are farther than nsd times the sample standard deviation from the sample mean.

statname

A string used to label the deletedStatvals axis of the plot. If missing, this label is determined from the variable name passed as the deletedStatvals argument, if possible; otherwise defaults to "Deleted statistics."

pointlabels

Character vector of same length as deletedStatvals and deletedpvals used for labelling unusual observations.

Details

Generally display.delstats is not called directly, but rather by the function plot.gvlmaDel.

Plots the deletedpvals versus the deletedStatvals and adds “control limits” determined by the parameters nsd and TukeyStyle. Points outside the “control limits” (in either the deletedStatval or deletedpval) are labeled as unusual.

Value

A dataframe consisting of the unusual observations with variables deletedStatval and deletedpval.

Author(s)

Slate, EH [e-mail] and Pena, EA [e-mail].

References

Pena, EA and Slate, EH (2006). “Global validation of linear model assumptions,” J.\ Amer.\ Statist.\ Assoc., 101(473):341-354.

See Also

gvlma

Examples

data(CarMileageData)
CarMileageAssess <- gvlma(NumGallons ~ MilesLastFill + NumDaysBetw,
data = CarMileageData)
CarMileageDel <- deletion.gvlma(CarMileageAssess)
plot(CarMileageDel)
display.delstats(CarMileageDel$DeltaGlobalStat, CarMileageDel$GStatpvalue)
display.delstats(CarMileageDel$DeltaStat1, CarMileageDel$Stat1pvalue)