Joint location-and-scale test — jlssc • jlst

jlssc performs the joint location-and-scale score test.

Usage

jlssc(y, x, covar = NULL, type = 1, x.sq = FALSE, x.reg = TRUE)

Arguments

y: vector of outcome values
x: vector of exposure values
covar: data.frame of covariates
type: type of test, where 1 = Breusch-Pagan variance test, 2 = Brown-Forsythe variance test, 3 = Method of moments version of test 1, and 4 = Method of moments version of test 2] (default: 1)
x.sq: include x-squared in the model
x.reg: regress out the covariates from the exposure terms

Value

jlst returns a data.frame of results:

Q: the test statistic
DF: the degrees of freedom
P: the p-value

Author

James Staley jrstaley95@gmail.com

Examples

x <- rbinom(1000, 1, 0.5)
y <- 0.5 + 0.025 * x + rnorm(1000, 0, sqrt(0.005 * x)) + rnorm(1000, 0, 0.1)
jlssc(y, x)
#>          Q DF            P
#> 1 29.04526  2 4.930637e-07