R Documentation: Anova Tables for Various Statistical Models Description. … only use white. adjust for a linear model. Details. The designations type-II and type-III are borrowed from SAS, but the definitions used here do not correspond precisely to those employed by SAS. Type-II tests are calculated according to the principle of …
If white.adjust=TRUE then the hc3 correction is selected. SSPE For Anova for a multivariate linear model, the error sum-of-squares-and-products matrix if missing, will be computed from the residuals of the model for the print method for the summary of an Anova of a multivariate linear model, whether or not to print the error SSP matrix (defaults to TRUE ).
The method for lm objects calls the default method, but it changes the default test to F, supports the convenience argument white.adjust ( for backwards compatibility), and enhances the output by the residual sums of squares. For glm objects just the default method is.
If white. adjust =TRUE then the hc3 correction is selected. SSPE For Anova for a multivariate linear model, the error sum-of-squares-and-products matrix if missing, will be computed from the residuals of the model for the print method for the summary of an Anova of a multivariate linear model, whether or not to print the error SSP matrix (defaults to TRUE ).
The method for lm objects calls the default method, but it changes the default test to F, supports the convenience argument white. adjust (for backwards compatibility), and enhances the output by the residual sums of squares.
4/12/2011 · In this video, I demonstrate how to get R to produce robust standard errors without having to create the robust variance-covariance matrix yourself every tim…
We plot the data and add the regression line. # plot the data plot(x = X, y = Y, pch = 19, col = steelblue, cex = 0.8) # add the regression line to the plot abline(reg, col = darkred, lwd = 1.5) The plot shows that the data are heteroskedastic as the variance of Y Y grows with X X.
