我想测试数据集的线性回归假设。
这是我的代码:
reg <- lm(est~emp_app, temp)
gvlma::gvlma(reg)
返回:
Call:
lm(formula = est ~ emp_app, data = temp)
Coefficients:
(Intercept) emp_app
-639.17804 0.06408
我知道gvlma应该返回一个“GlobalTest”组件,其中包括Skewness,Kurtosis,Link Function和Heteroscedasticity的测试结果,如:
#=> Value p-value Decision
#=> Global Stat 15.801 0.003298 Assumptions NOT satisfied!
#=> Skewness 6.528 0.010621 Assumptions NOT satisfied!
#=> Kurtosis 1.661 0.197449 Assumptions acceptable.
#=> Link Function 2.329 0.126998 Assumptions acceptable.
#=> Heteroscedasticity 5.283 0.021530 Assumptions NOT satisfied!
但事实并非如此。为什么呢?
这是我的数据:
temp <- structure(list(cbsa_code = c("10180", "10420", "10500", "10540",
"10580", "10740", "10780", "10900", "11020", "11100", "11180",
"11260", "11460", "11500", "11540", "11700", "12020", "12060",
"12100", "12220", "12260", "12420", "12540", "12580", "12620",
"12700", "12940", "12980", "13020", "13140", "13220", "13380",
"13460", "13740", "13780", "13820", "13900", "13980", "14010",
"14020", "14100", "14260", "14460", "14500", "14540", "14740",
"14860", "15180", "15260", "15380", "15500", "15540", "15680",
"15940", "15980", "16020", "16060", "16180", "16220", "16300",
"16540", "16580", "16620", "16700", "16740", "16820", "16860",
"16940", "16980", "17020", "17140", "17300", "17420", "17460",
"17660", "17780", "17820", "17860", "17900", "17980", "18020",
"18140", "18580", "18700", "18880", "19060", "19100", "19140",
"19180", "19300", "19340", "19380", "19460", "19500", "19660",
"19740", "19780", "19820", "20020", "20100", "20220", "20260",
"20500", "20700", "20740", "20940", "21060", "21140", "21300",
"21340", "21500", "21660", "21780", "21820", "22020", "22140",
"22180", "22220", "22380", "22420", "22500", "22520", "22540",
"22660", "22900", "23060", "23420", "23460", "23540", "23580",
"23900", "24020", "24140", "24220", "24260", "24300", "24340",
"24420", "24500", "24540", "24580", "24660", "24780", "24860",
"25060", "25180", "25220", "25260", "25420", "25500", "25540",
"25620", "25860", "25940", "25980", "26140", "26300", "26380",
"26420", "26580", "26620", "26820", "26900", "26980", "27060",
"27100", "27140", "27180", "27260", "27340", "27500", "27620",
"27740", "27780", "27860", "27900", "27980", "28020", "28100",
"28140", "28420", "28660", "28700", "28740", "28940", "29020",
"29100", "29180", "29200", "29340", "29420", "29460", "29540",
"29620", "29700", "29740", "29820", "29940", "30020", "30140",
"30300", "30340", "30460", "30620", "30700", "30780", "30860",
"30980", "31020", "31080", "31140", "31180", "31340", "31420",
"31460", "31540", "31700", "31740", "31860", "31900", "32580",
"32780", "32820", "32900", "33100", "33140", "33220", "33260",
"33340", "33460", "33540", "33660", "33700", "33740", "33780",
"33860", "34060", "34100", "34580", "34620", "34740", "34820",
"34900", "34940", "34980", "35100", "35300", "35380", "35620",
"35660", "35840", "35980", "36100", "36140", "36220", "36260",
"36420", "36500", "36540", "36740", "36780", "36980", "37100",
"37340", "37460", "37620", "37860", "37900", "37980", "38060",
"38220", "38300", "38340", "38540", "38860", "38900", "38940",
"39140", "39300", "39340", "39380", "39460", "39540", "39580",
"39660", "39740", "39820", "39900", "40060", "40140", "40220",
"40340", "40380", "40420", "40580", "40660", "40900", "40980",
"41060", "41100", "41140", "41180", "41420", "41500", "41540",
"41620", "41660", "41700", "41740", "41860", "41940", "42020",
"42100", "42140", "42200", "42220", "42340", "42540", "42660",
"42680", "42700", "43100", "43300", "43340", "43420", "43580",
"43620", "43780", "43900", "44060", "44100", "44140", "44180",
"44220", "44300", "44420", "44700", "44940", "45060", "45220",
"45300", "45460", "45500", "45540", "45780", "45820", "45940",
"46060", "46140", "46220", "46340", "46520", "46540", "46660",
"46700", "47020", "47220", "47260", "47300", "47380", "47460",
"47580", "47900", "47940", "48060", "48140", "48260", "48300",
"48540", "48620", "48660", "48700", "48900", "49020", "49180",
"49340", "49420", "49620", "49660", "49700", "49740"), cbsa_name = c("Abilene",
"Akron", "Albany", "Albany", "Albany-Schenectady-Troy", "Albuquerque",
"Alexandria", "Allentown-Bethlehem-Easton", "Altoona", "Amarillo",
"Ames", "Anchorage", "Ann Arbor", "Anniston-Oxford-Jacksonville",
"Appleton", "Asheville", "Athens-Clarke County", "Atlanta-Sandy Springs-Roswell",
"Atlantic City-Hammonton", "Auburn-Opelika", "Augusta-Richmond County",
"Austin-Round Rock", "Bakersfield", "Baltimore-Columbia-Towson",
"Bangor", "Barnstable Town", "Baton Rouge", "Battle Creek", "Bay City",
"Beaumont-Port Arthur", "Beckley", "Bellingham", "Bend-Redmond",
"Billings", "Binghamton", "Birmingham-Hoover", "Bismarck", "Blacksburg-Christiansburg-Radford",
"Bloomington", "Bloomington", "Bloomsburg-Berwick", "Boise City",
"Boston-Cambridge-Newton", "Boulder", "Bowling Green", "Bremerton-Silverdale",
"Bridgeport-Stamford-Norwalk", "Brownsville-Harlingen", "Brunswick",
"Buffalo-Cheektowaga-Niagara Falls", "Burlington", "Burlington-South Burlington",
"California-Lexington Park", "Canton-Massillon", "Cape Coral-Fort Myers",
"Cape Girardeau", "Carbondale-Marion", "Carson City", "Casper",
"Cedar Rapids", "Chambersburg-Waynesboro", "Champaign-Urbana",
"Charleston", "Charleston-North Charleston", "Charlotte-Concord-Gastonia",
"Charlottesville", "Chattanooga", "Cheyenne", "Chicago-Naperville-Elgin",
"Chico", "Cincinnati", "Clarksville", "Cleveland", "Cleveland-Elyria",
"Coeur d'Alene", "College Station-Bryan", "Colorado Springs",
"Columbia", "Columbia", "Columbus", "Columbus", "Columbus", "Corpus Christi",
"Corvallis", "Crestview-Fort Walton Beach-Destin", "Cumberland",
"Dallas-Fort Worth-Arlington", "Dalton", "Danville", "Daphne-Fairhope-Foley",
"Davenport-Moline-Rock Island", "Dayton", "Decatur", "Decatur",
"Deltona-Daytona Beach-Ormond Beach", "Denver-Aurora-Lakewood",
"Des Moines-West Des Moines", "Detroit-Warren-Dearborn", "Dothan",
"Dover", "Dubuque", "Duluth", "Durham-Chapel Hill", "East Stroudsburg",
"Eau Claire", "El Centro", "Elizabethtown-Fort Knox", "Elkhart-Goshen",
"Elmira", "El Paso", "Erie", "Eugene", "Evansville", "Fairbanks",
"Fargo", "Farmington", "Fayetteville", "Fayetteville-Springdale-Rogers",
"Flagstaff", "Flint", "Florence", "Florence-Muscle Shoals", "Fond du Lac",
"Fort Collins", "Fort Smith", "Fort Wayne", "Fresno", "Gadsden",
"Gainesville", "Gainesville", "Gettysburg", "Glens Falls", "Goldsboro",
"Grand Forks", "Grand Island", "Grand Junction", "Grand Rapids-Wyoming",
"Grants Pass", "Great Falls", "Greeley", "Green Bay", "Greensboro-High Point",
"Greenville", "Greenville-Anderson-Mauldin", "Gulfport-Biloxi-Pascagoula",
"Hagerstown-Martinsburg", "Hammond", "Hanford-Corcoran", "Harrisburg-Carlisle",
"Harrisonburg", "Hartford-West Hartford-East Hartford", "Hattiesburg",
"Hickory-Lenoir-Morganton", "Hilton Head Island-Bluffton-Beaufort",
"Hinesville", "Homosassa Springs", "Hot Springs", "Houma-Thibodaux",
"Houston-The Woodlands-Sugar Land", "Huntington-Ashland", "Huntsville",
"Idaho Falls", "Indianapolis-Carmel-Anderson", "Iowa City", "Ithaca",
"Jackson", "Jackson", "Jackson", "Jacksonville", "Jacksonville",
"Janesville-Beloit", "Jefferson City", "Johnson City", "Johnstown",
"Jonesboro", "Joplin", "Kahului-Wailuku-Lahaina", "Kalamazoo-Portage",
"Kankakee", "Kansas City", "Kennewick-Richland", "Killeen-Temple",
"Kingsport-Bristol-Bristol", "Kingston", "Knoxville", "Kokomo",
"La Crosse-Onalaska", "Lafayette", "Lafayette-West Lafayette",
"Lake Charles", "Lake Havasu City-Kingman", "Lakeland-Winter Haven",
"Lancaster", "Lansing-East Lansing", "Laredo", "Las Cruces",
"Las Vegas-Henderson-Paradise", "Lawrence", "Lawton", "Lebanon",
"Lewiston", "Lewiston-Auburn", "Lexington-Fayette", "Lima", "Lincoln",
"Little Rock-North Little Rock-Conway", "Logan", "Longview",
"Longview", "Los Angeles-Long Beach-Anaheim", "Louisville/Jefferson County",
"Lubbock", "Lynchburg", "Macon", "Madera", "Madison", "Manchester-Nashua",
"Manhattan", "Mankato-North Mankato", "Mansfield", "McAllen-Edinburg-Mission",
"Medford", "Memphis", "Merced", "Miami-Fort Lauderdale-West Palm Beach",
"Michigan City-La Porte", "Midland", "Midland", "Milwaukee-Waukesha-West Allis",
"Minneapolis-St. Paul-Bloomington", "Missoula", "Mobile", "Modesto",
"Monroe", "Monroe", "Montgomery", "Morgantown", "Morristown",
"Mount Vernon-Anacortes", "Muncie", "Muskegon", "Myrtle Beach-Conway-North Myrtle Beach",
"Napa", "Naples-Immokalee-Marco Island", "Nashville-Davidson--Murfreesboro--Franklin",
"New Bern", "New Haven-Milford", "New Orleans-Metairie", "New York-Newark-Jersey City",
"Niles-Benton Harbor", "North Port-Sarasota-Bradenton", "Norwich-New London",
"Ocala", "Ocean City", "Odessa", "Ogden-Clearfield", "Oklahoma City",
"Olympia-Tumwater", "Omaha-Council Bluffs", "Orlando-Kissimmee-Sanford",
"Oshkosh-Neenah", "Owensboro", "Oxnard-Thousand Oaks-Ventura",
"Palm Bay-Melbourne-Titusville", "Panama City", "Parkersburg-Vienna",
"Pensacola-Ferry Pass-Brent", "Peoria", "Philadelphia-Camden-Wilmington",
"Phoenix-Mesa-Scottsdale", "Pine Bluff", "Pittsburgh", "Pittsfield",
"Pocatello", "Portland-South Portland", "Portland-Vancouver-Hillsboro",
"Port St. Lucie", "Prescott", "Providence-Warwick", "Provo-Orem",
"Pueblo", "Punta Gorda", "Racine", "Raleigh", "Rapid City", "Reading",
"Redding", "Reno", "Richmond", "Riverside-San Bernardino-Ontario",
"Roanoke", "Rochester", "Rochester", "Rockford", "Rocky Mount",
"Rome", "Sacramento--Roseville--Arden-Arcade", "Saginaw", "St. Cloud",
"St. George", "St. Joseph", "St. Louis", "Salem", "Salinas",
"Salisbury", "Salt Lake City", "San Angelo", "San Antonio-New Braunfels",
"San Diego-Carlsbad", "San Francisco-Oakland-Hayward", "San Jose-Sunnyvale-Santa Clara",
"San Luis Obispo-Paso Robles-Arroyo Grande", "Santa Cruz-Watsonville",
"Santa Fe", "Santa Maria-Santa Barbara", "Santa Rosa", "Savannah",
"Scranton--Wilkes-Barre--Hazleton", "Seattle-Tacoma-Bellevue",
"Sebastian-Vero Beach", "Sebring", "Sheboygan", "Sherman-Denison",
"Shreveport-Bossier City", "Sierra Vista-Douglas", "Sioux City",
"Sioux Falls", "South Bend-Mishawaka", "Spartanburg", "Spokane-Spokane Valley",
"Springfield", "Springfield", "Springfield", "Springfield", "State College",
"Staunton-Waynesboro", "Stockton-Lodi", "Sumter", "Syracuse",
"Tallahassee", "Tampa-St. Petersburg-Clearwater", "Terre Haute",
"Texarkana", "The Villages", "Toledo", "Topeka", "Trenton", "Tucson",
"Tulsa", "Tuscaloosa", "Tyler", "Urban Honolulu", "Utica-Rome",
"Valdosta", "Vallejo-Fairfield", "Victoria", "Vineland-Bridgeton",
"Virginia Beach-Norfolk-Newport News", "Visalia-Porterville",
"Waco", "Walla Walla", "Warner Robins", "Washington-Arlington-Alexandria",
"Waterloo-Cedar Falls", "Watertown-Fort Drum", "Wausau", "Weirton-Steubenville",
"Wenatchee", "Wheeling", "Wichita", "Wichita Falls", "Williamsport",
"Wilmington", "Winchester", "Winston-Salem", "Worcester", "Yakima",
"York-Hanover", "Youngstown-Warren-Boardman", "Yuba City", "Yuma"
), year = c(2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015,
2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015,
2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015,
2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015,
2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015,
2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015,
2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015,
2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015,
2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015,
2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015,
2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015,
2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015,
2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015,
2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015,
2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015,
2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015,
2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015,
2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015,
2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015,
2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015,
2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015,
2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015,
2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015,
2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015,
2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015,
2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015,
2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015,
2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015,
2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015,
2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015,
2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015,
2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015,
2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015,
2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015,
2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015), emp_app = c(59998,
294127, 45814, 35251, 344504, 293984, 49098, 313182, 54469, 95485,
32074, 166243, 148265, 35910, 112362, 159295, 59932, 2241972,
103524, 41553, 186878, 773940, 194840, 1139580, 57350, 74140,
337264, 53395, 30703, 134579, 34931, 73743, 60309, 72287, 79217,
445349, 59192, 51175, 82343, 52204, 36838, 242687, 2421578, 150110,
57912, 57374, 421295, 104560, 32901, 476709, 56328, 102068, 28799,
147570, 201523, 40052, 40758, 21200, 36096, 129661, 49464, 75399,
89688, 262866, 988186, 82306, 215347, 35530, 4120166, 59475,
907677, 68582, 39401, 923418, 47532, 70268, 232291, 75408, 284984,
95823, 46808, 836802, 163715, 25919, 78046, 31188, 2954801, 56250,
24983, 58868, 159359, 318802, 44878, 45585, 158021, 1211011,
307055, 1709983, 49354, 51662, 55142, 109624, 241065, 44970,
72853, 33153, 40291, 123927, 31597, 229609, 114164, 123022, 140182,
27673, 120979, 39736, 97042, 199864, 50051, 117246, 74128, 46700,
42920, 120470, 93234, 191745, 249702, 29603, 92134, 72187, 28508,
41666, 33461, 43601, 35966, 51843, 474938, 21420, 30802, 85157,
156091, 318528, 60323, 322404, 127159, 83253, 35571, 23393, 271533,
51459, 533971, 50122, 127573, 60115, 12898, 27791, 32412, 81983,
2576412, 111891, 172187, 50584, 856951, 67841, 49525, 48974,
216677, 56192, 534828, 35491, 56646, 52435, 63657, 46531, 44177,
69998, 61999, 121603, 36979, 923782, 79661, 103572, 104648, 45604,
324448, 32084, 65354, 195811, 69714, 75839, 41520, 174572, 226286,
160786, 75850, 50155, 824659, 40240, 34425, 44109, 21824, 45347,
219269, 46122, 139267, 275443, 43653, 85075, 30598, 5456991,
560894, 113641, 97143, 82500, 26580, 316916, 179115, 29258, 48648,
44133, 187842, 70228, 527509, 42036, 2122149, 34473, 34633, 91487,
775911, 1778005, 49149, 148864, 135488, 66903, 36847, 129973,
51192, 38306, 39772, 39382, 53027, 126884, 62275, 118795, 797655,
30768, 335845, 496807, 8123112, 53404, 232638, 102909, 80011,
26513, 65095, 177240, 504306, 68684, 414460, 991947, 82979, 46639,
257011, 169860, 65829, 32257, 126500, 165198, 2563343, 1619025,
22919, 1094529, 53467, 24406, 231298, 978967, 111852, 57307,
616068, 192435, 48828, 37485, 69285, 481122, 54861, 154975, 49163,
179215, 523449, 1118924, 138842, 108519, 443427, 133966, 48602,
34336, 697430, 79117, 97391, 45178, 48349, 1223383, 114637, 106652,
123924, 582047, 41413, 825174, 1239334, 2045647, 1010970, 91540,
75572, 46233, 146504, 166604, 147128, 236587, 1626232, 42560,
19861, 54832, 39777, 156849, 26092, 77546, 136675, 126814, 130867,
189825, 86462, 227956, 179168, 41116, 44884, 39796, 173611, 32393,
258000, 110022, 1080271, 56795, 46653, 20144, 271481, 85504,
188908, 310979, 403144, 80890, 91548, 355607, 99886, 43020, 107550,
36273, 44519, 603621, 94155, 103218, 20122, 45576, 2559666, 81913,
29527, 64477, 35986, 35650, 56778, 265128, 47202, 46211, 99208,
52110, 231599, 319287, 66044, 164072, 197478, 30114, 41516),
est = c(3899, 16486, 3123, 2511, 21298, 18592, 3325, 18293,
3191, 6282, 2045, 10887, 8096, 2300, 5898, 12163, 4592, 137077,
6329, 2658, 10395, 48893, 12642, 66489, 4109, 8488, 18098,
2614, 2193, 7953, 2587, 6401, 6530, 5994, 5045, 25544, 3938,
3438, 4006, 3305, 1936, 17296, 127170, 12073, 3539, 5676,
27190, 6381, 2855, 27251, 3153, 6803, 1909, 8681, 17459,
2764, 2953, 1960, 3006, 6472, 3048, 4900, 5343, 17916, 57660,
6043, 11213, 3139, 243420, 4663, 45916, 4328, 2133, 51551,
4513, 4744, 17221, 4649, 16921, 5663, 1821, 41361, 9490,
2111, 7243, 2005, 156111, 2545, 1426, 5127, 8883, 16576,
2951, 2461, 14380, 80560, 15629, 98561, 3402, 3323, 2762,
7071, 12362, 3368, 4274, 2494, 2932, 4866, 1806, 14208, 6163,
9696, 7583, 2459, 6725, 2721, 6046, 11416, 3527, 7737, 4197,
3221, 2361, 10291, 5818, 10377, 16350, 1980, 6285, 4100,
1942, 3346, 2174, 2703, 2570, 4404, 23939, 1907, 2433, 5830,
7673, 17428, 3523, 19162, 7132, 4993, 2317, 1585, 13478,
2972, 29338, 3294, 7370, 5629, 872, 2715, 2697, 4766, 135923,
6967, 9527, 3920, 45981, 3909, 2369, 2892, 13128, 2971, 36198,
2763, 3275, 3623, 3742, 3194, 2808, 3978, 4546, 6822, 2339,
52739, 5732, 6038, 6004, 4746, 17783, 1751, 3458, 13273,
4042, 4597, 3677, 11218, 12594, 9453, 5259, 3570, 43396,
2698, 2280, 2684, 1568, 2706, 12282, 2404, 8759, 17801, 3531,
5445, 2099, 357910, 29101, 7233, 5908, 5112, 1929, 16765,
10938, 2189, 2587, 2618, 11866, 6091, 25206, 2969, 188379,
2303, 2167, 5299, 37970, 94806, 4296, 8600, 8744, 4549, 2254,
7671, 2860, 1962, 3417, 2393, 3137, 10873, 4160, 11293, 41609,
2517, 19566, 30498, 572361, 3543, 21885, 5805, 6912, 3810,
3717, 13364, 35224, 6039, 23116, 60881, 3499, 2612, 20602,
13648, 4868, 2095, 9339, 8422, 145816, 92265, 1605, 59858,
3868, 1987, 17640, 66947, 10681, 5741, 40821, 12438, 3020,
3815, 4004, 31493, 4737, 8404, 4141, 11989, 31020, 70200,
8063, 5172, 24580, 7342, 2745, 1940, 46889, 4300, 5249, 4557,
2996, 75922, 9244, 8557, 10493, 31772, 2860, 44267, 81710,
127015, 48731, 8164, 6961, 4696, 11455, 13746, 8884, 13185,
101754, 4156, 1876, 2651, 2511, 9994, 2188, 4415, 7463, 6473,
6560, 13750, 5203, 13176, 11904, 2281, 3313, 2774, 11025,
1755, 15352, 8788, 74726, 3514, 3069, 1383, 13265, 5135,
9664, 20152, 24241, 4490, 5776, 21167, 6047, 3050, 6855,
2547, 2832, 37174, 6259, 5277, 1483, 3130, 149805, 4125,
2435, 3273, 2231, 3215, 3346, 14695, 3458, 2817, 8073, 3149,
13114, 19860, 4680, 8675, 12313, 2529, 2942)), .Names = c("cbsa_code",
"cbsa_name", "year", "emp_app", "est"), row.names = c(13L, 16L,
45L, 53L, 63L, 85L, 97L, 117L, 132L, 136L, 163L, 178L, 195L,
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答案 0 :(得分:1)
您必须从输出中创建一个新变量。以下适用于我,
res = gvlma::gvlma(reg)
# str(res)
然后做,
> res$GlobalTest
返回,
$LevelOfSignificance
[1] 0.05
$GlobalStat4
$GlobalStat4$Value
[,1]
[1,] 33777.08
$GlobalStat4$pvalue
[,1]
[1,] 0
$GlobalStat4$Decision
[1] 1
......
<强>更新强>
我看了package documentation并且还有一个函数 gvlma :: display.gvlmatests(gvlmaobj),它根据你的数据返回你实际期望的内容,
> gvlma::display.gvlmatests(res)
ASSESSMENT OF THE LINEAR MODEL ASSUMPTIONS
USING THE GLOBAL TEST ON 4 DEGREES-OF-FREEDOM:
Level of Significance = 0.05
Call:
gvlma::gvlma(x = reg)
Value p-value Decision
Global Stat 3.378e+04 0.0000 Assumptions NOT satisfied!
Skewness 4.505e+02 0.0000 Assumptions NOT satisfied!
Kurtosis 3.318e+04 0.0000 Assumptions NOT satisfied!
Link Function 1.504e+02 0.0000 Assumptions NOT satisfied!
Heteroscedasticity 2.137e-01 0.6439 Assumptions acceptable.
我也来到了following web-page,它使用了 gvlma 包。