Package ‘olsrr’

October 14, 2022

Type Package
Title Tools for Building OLS Regression Models
Version 0.5.3
Description Tools designed to make it easier for users, particularly beginner/intermediate R users
to build ordinary least squares regression models. Includes comprehensive regression output,
heteroskedasticity tests, collinearity diagnostics, residual diagnostics, measures of influence,
model fit assessment and variable selection procedures.
Depends R(>= 3.3)
Imports car, data.table, ggplot2, goftest, graphics, gridExtra,
nortest, Rcpp, stats, utils
Suggests covr, descriptr, knitr, rmarkdown, testthat, vdiffr, xplorerr
License MIT + file LICENSE

URL https://olsrr.rsquaredacademy.com/,
https://github.com/rsquaredacademy/olsrr

BugReports https://github.com/rsquaredacademy/olsrr/issues
Encoding UTF-8
LazyData true
VignetteBuilder knitr
RoxygenNote 6.1.1
LinkingTo Rcpp
NeedsCompilation yes
Author Aravind Hebbali [aut, cre]
Maintainer Aravind Hebbali <hebbali.aravind@gmail.com>
Repository CRAN
Date/Publication 2020-02-10 12:00:02 UTC

1
2 R topics documented:

R topics documented:
auto . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
cement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
fitness . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
hsb . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
olsrr . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
ols_aic . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
ols_apc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
ols_coll_diag . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
ols_correlations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
ols_fpe . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
ols_hadi . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
ols_hsp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
ols_launch_app . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
ols_leverage . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
ols_mallows_cp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
ols_msep . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
ols_plot_added_variable . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
ols_plot_comp_plus_resid . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
ols_plot_cooksd_bar . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
ols_plot_cooksd_chart . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
ols_plot_dfbetas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
ols_plot_dffits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
ols_plot_diagnostics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
ols_plot_hadi . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
ols_plot_obs_fit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
ols_plot_reg_line . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
ols_plot_resid_box . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
ols_plot_resid_fit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
ols_plot_resid_fit_spread . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
ols_plot_resid_hist . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
ols_plot_resid_lev . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
ols_plot_resid_pot . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
ols_plot_resid_qq . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
ols_plot_resid_regressor . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
ols_plot_resid_stand . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
ols_plot_resid_stud . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
ols_plot_resid_stud_fit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
ols_plot_response . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
ols_pred_rsq . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
ols_prep_avplot_data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
ols_prep_cdplot_data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
ols_prep_cdplot_outliers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
ols_prep_dfbeta_data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
ols_prep_dfbeta_outliers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
ols_prep_dsrvf_data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
ols_prep_outlier_obs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
auto 3

ols_prep_regress_x . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
ols_prep_regress_y . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
ols_prep_rfsplot_fmdata . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
ols_prep_rstudlev_data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
ols_prep_rvsrplot_data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
ols_prep_srchart_data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42
ols_prep_srplot_data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42
ols_press . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43
ols_pure_error_anova . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44
ols_regress . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45
ols_sbc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
ols_sbic . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48
ols_step_all_possible . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
ols_step_all_possible_betas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51
ols_step_backward_aic . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52
ols_step_backward_p . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
ols_step_best_subset . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55
ols_step_both_aic . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56
ols_step_both_p . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 58
ols_step_forward_aic . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60
ols_step_forward_p . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61
ols_test_bartlett . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63
ols_test_breusch_pagan . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 64
ols_test_correlation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66
ols_test_f . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67
ols_test_normality . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68
ols_test_outlier . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69
ols_test_score . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70
rivers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71
rvsr_plot_shiny . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71
stepdata . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72
surgical . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72

Index 74

auto Test Data Set

Description
Test Data Set

Usage
auto

Format
An object of class tbl_df (inherits from tbl, data.frame) with 74 rows and 11 columns.
4 hsb

cement Test Data Set

Description
Test Data Set

Usage
cement

Format
An object of class data.frame with 13 rows and 6 columns.

fitness Test Data Set

Description
Test Data Set

Usage
fitness

Format
An object of class data.frame with 31 rows and 7 columns.

hsb Test Data Set

Description
Test Data Set

Usage
hsb

Format
An object of class data.frame with 200 rows and 15 columns.
olsrr 5

olsrr olsrr package

Description
Tools for teaching and learning OLS regression

Details
See the README on GitHub

ols_aic Akaike information criterion

Description
Akaike information criterion for model selection.

Usage
ols_aic(model, method = c("R", "STATA", "SAS"))

Arguments
model An object of class lm.
method A character vector; specify the method to compute AIC. Valid options include
R, STATA and SAS.

Details
AIC provides a means for model selection. Given a collection of models for the data, AIC estimates
the quality of each model, relative to each of the other models. R and STATA use loglikelihood to
compute AIC. SAS uses residual sum of squares. Below is the formula in each case:
R & STATA
AIC = −2(loglikelihood) + 2p

SAS
AIC = n ∗ ln(SSE/n) + 2p

where n is the sample size and p is the number of model parameters including intercept.

Value
Akaike information criterion of the model.
6 ols_apc

References
Akaike, H. (1969). “Fitting Autoregressive Models for Prediction.” Annals of the Institute of Sta-
tistical Mathematics 21:243–247.
Judge, G. G., Griffiths, W. E., Hill, R. C., and Lee, T.-C. (1980). The Theory and Practice of
Econometrics. New York: John Wiley & Sons.

See Also
Other model selection criteria: ols_apc, ols_fpe, ols_hsp, ols_mallows_cp, ols_msep, ols_sbc,
ols_sbic

Examples
# using R computation method
model <- lm(mpg ~ disp + hp + wt + qsec, data = mtcars)
ols_aic(model)

# using STATA computation method

model <- lm(mpg ~ disp + hp + wt + qsec, data = mtcars)
ols_aic(model, method = 'STATA')

# using SAS computation method

model <- lm(mpg ~ disp + hp + wt + qsec, data = mtcars)
ols_aic(model, method = 'SAS')

ols_apc Amemiya’s prediction criterion

Description
Amemiya’s prediction error.

Usage
ols_apc(model)

Arguments
model An object of class lm.

Details
Amemiya’s Prediction Criterion penalizes R-squared more heavily than does adjusted R-squared
for each addition degree of freedom used on the right-hand-side of the equation. The higher the
better for this criterion.

((n + p)/(n − p))(1 − (R2 ))

ols_coll_diag 7

where n is the sample size, p is the number of predictors including the intercept and R^2 is the
coefficient of determination.

Value

Amemiya’s prediction error of the model.

References

Amemiya, T. (1976). Selection of Regressors. Technical Report 225, Stanford University, Stanford,
CA.
Judge, G. G., Griffiths, W. E., Hill, R. C., and Lee, T.-C. (1980). The Theory and Practice of
Econometrics. New York: John Wiley & Sons.

See Also

Other model selection criteria: ols_aic, ols_fpe, ols_hsp, ols_mallows_cp, ols_msep, ols_sbc,
ols_sbic

Examples
model <- lm(mpg ~ disp + hp + wt + qsec, data = mtcars)
ols_apc(model)

ols_coll_diag Collinearity diagnostics

Description

Variance inflation factor, tolerance, eigenvalues and condition indices.

Usage

ols_coll_diag(model)

ols_vif_tol(model)

ols_eigen_cindex(model)

Arguments

model An object of class lm.

8 ols_coll_diag

Details
Collinearity implies two variables are near perfect linear combinations of one another. Multi-
collinearity involves more than two variables. In the presence of multicollinearity, regression esti-
mates are unstable and have high standard errors.
Tolerance
Percent of variance in the predictor that cannot be accounted for by other predictors.
Steps to calculate tolerance:

• Regress the kth predictor on rest of the predictors in the model.

• Compute R2 - the coefficient of determination from the regression in the above step.
• T olerance = 1 − R2

Variance Inflation Factor

Variance inflation factors measure the inflation in the variances of the parameter estimates due to
collinearities that exist among the predictors. It is a measure of how much the variance of the
estimated regression coefficient βk is inflated by the existence of correlation among the predictor
variables in the model. A VIF of 1 means that there is no correlation among the kth predictor and
the remaining predictor variables, and hence the variance of βk is not inflated at all. The general
rule of thumb is that VIFs exceeding 4 warrant further investigation, while VIFs exceeding 10 are
signs of serious multicollinearity requiring correction.
Steps to calculate VIF:

• Regress the kth predictor on rest of the predictors in the model.

• Compute R2 - the coefficient of determination from the regression in the above step.
• T olerance = 1/1 − R2 = 1/T olerance

Condition Index
Most multivariate statistical approaches involve decomposing a correlation matrix into linear com-
binations of variables. The linear combinations are chosen so that the first combination has the
largest possible variance (subject to some restrictions), the second combination has the next largest
variance, subject to being uncorrelated with the first, the third has the largest possible variance,
subject to being uncorrelated with the first and second, and so forth. The variance of each of these
linear combinations is called an eigenvalue. Collinearity is spotted by finding 2 or more variables
that have large proportions of variance (.50 or more) that correspond to large condition indices. A
rule of thumb is to label as large those condition indices in the range of 30 or larger.

Value
ols_coll_diag returns an object of class "ols_coll_diag". An object of class "ols_coll_diag"
is a list containing the following components:

vif_t tolerance and variance inflation factors

eig_cindex eigen values and condition index
ols_correlations 9

References

Belsley, D. A., Kuh, E., and Welsch, R. E. (1980). Regression Diagnostics: Identifying Influential
Data and Sources of Collinearity. New York: John Wiley & Sons.

Examples
# model
model <- lm(mpg ~ disp + hp + wt + drat, data = mtcars)

# vif and tolerance

ols_vif_tol(model)

# eigenvalues and condition indices

ols_eigen_cindex(model)

# collinearity diagnostics
ols_coll_diag(model)

ols_correlations Part and partial correlations

Description

Zero-order, part and partial correlations.

Usage

ols_correlations(model)

Arguments

model An object of class lm.

Details

ols_correlations() returns the relative importance of independent variables in determining re-

sponse variable. How much each variable uniquely contributes to rsquare over and above that which
can be accounted for by the other predictors? Zero order correlation is the Pearson correlation co-
efficient between the dependent variable and the independent variables. Part correlations indicates
how much rsquare will decrease if that variable is removed from the model and partial correlations
indicates amount of variance in response variable, which is not estimated by the other independent
variables in the model, but is estimated by the specific variable.
10 ols_fpe

Value
ols_correlations returns an object of class "ols_correlations". An object of class "ols_correlations"
is a data frame containing the following components:

Zero-order zero order correlations

Partial partial correlations
Part part correlations

References
Morrison, D. F. 1976. Multivariate statistical methods. New York: McGraw-Hill.

Examples
model <- lm(mpg ~ disp + hp + wt + qsec, data = mtcars)
ols_correlations(model)

ols_fpe Final prediction error

Description
Estimated mean square error of prediction.

Usage
ols_fpe(model)

Arguments
model An object of class lm.

Details
Computes the estimated mean square error of prediction for each model selected assuming that the
values of the regressors are fixed and that the model is correct.

M SE((n + p)/n)

where M SE = SSE/(n − p), n is the sample size and p is the number of predictors including the
intercept

Value
Final prediction error of the model.
ols_hadi 11

References
Akaike, H. (1969). “Fitting Autoregressive Models for Prediction.” Annals of the Institute of Sta-
tistical Mathematics 21:243–247.
Judge, G. G., Griffiths, W. E., Hill, R. C., and Lee, T.-C. (1980). The Theory and Practice of
Econometrics. New York: John Wiley & Sons.

See Also
Other model selection criteria: ols_aic, ols_apc, ols_hsp, ols_mallows_cp, ols_msep, ols_sbc,
ols_sbic

Examples
model <- lm(mpg ~ disp + hp + wt + qsec, data = mtcars)
ols_fpe(model)

ols_hadi Hadi’s influence measure

Description
Measure of influence based on the fact that influential observations in either the response variable
or in the predictors or both.

Usage
ols_hadi(model)

Arguments
model An object of class lm.

Value
Hadi’s measure of the model.

References
Chatterjee, Samprit and Hadi, Ali. Regression Analysis by Example. 5th ed. N.p.: John Wiley &
Sons, 2012. Print.

See Also
Other influence measures: ols_leverage, ols_pred_rsq, ols_press
12 ols_hsp

Examples
model <- lm(mpg ~ disp + hp + wt, data = mtcars)
ols_hadi(model)

ols_hsp Hocking’s Sp

Description
Average prediction mean squared error.

Usage
ols_hsp(model)

Arguments
model An object of class lm.

Details
Hocking’s Sp criterion is an adjustment of the residual sum of Squares. Minimize this criterion.

M SE/(n − p − 1)

where M SE = SSE/(n − p), n is the sample size and p is the number of predictors including the
intercept

Value
Hocking’s Sp of the model.

References
Hocking, R. R. (1976). “The Analysis and Selection of Variables in a Linear Regression.” Biomet-
rics 32:1–50.

See Also
Other model selection criteria: ols_aic, ols_apc, ols_fpe, ols_mallows_cp, ols_msep, ols_sbc,
ols_sbic

Examples
model <- lm(mpg ~ disp + hp + wt + qsec, data = mtcars)
ols_hsp(model)
ols_launch_app 13

ols_launch_app Launch shiny app

Description
Launches shiny app for interactive model building.

Usage
ols_launch_app()

Examples
## Not run:
ols_launch_app()

## End(Not run)

ols_leverage Leverage

Description
The leverage of an observation is based on how much the observation’s value on the predictor
variable differs from the mean of the predictor variable. The greater an observation’s leverage, the
more potential it has to be an influential observation.

Usage
ols_leverage(model)

Arguments
model An object of class lm.

Value
Leverage of the model.

References
Kutner, MH, Nachtscheim CJ, Neter J and Li W., 2004, Applied Linear Statistical Models (5th
edition). Chicago, IL., McGraw Hill/Irwin.

See Also
Other influence measures: ols_hadi, ols_pred_rsq, ols_press
14 ols_mallows_cp

Examples
model <- lm(mpg ~ disp + hp + wt + qsec, data = mtcars)
ols_leverage(model)

ols_mallows_cp Mallow’s Cp

Description
Mallow’s Cp.

Usage
ols_mallows_cp(model, fullmodel)

Arguments
model An object of class lm.
fullmodel An object of class lm.

Details
Mallows’ Cp statistic estimates the size of the bias that is introduced into the predicted responses by
having an underspecified model. Use Mallows’ Cp to choose between multiple regression models.
Look for models where Mallows’ Cp is small and close to the number of predictors in the model
plus the constant (p).

Value
Mallow’s Cp of the model.

References
Hocking, R. R. (1976). “The Analysis and Selection of Variables in a Linear Regression.” Biomet-
rics 32:1–50.
Mallows, C. L. (1973). “Some Comments on Cp.” Technometrics 15:661–675.

See Also
Other model selection criteria: ols_aic, ols_apc, ols_fpe, ols_hsp, ols_msep, ols_sbc, ols_sbic

Examples
full_model <- lm(mpg ~ ., data = mtcars)
model <- lm(mpg ~ disp + hp + wt + qsec, data = mtcars)
ols_mallows_cp(model, full_model)
ols_msep 15

ols_msep MSEP

Description
Estimated error of prediction, assuming multivariate normality.

Usage
ols_msep(model)

Arguments
model An object of class lm.

Details
Computes the estimated mean square error of prediction assuming that both independent and de-
pendent variables are multivariate normal.

M SE(n + 1)(n − 2)/n(n − p − 1)

where M SE = SSE/(n − p), n is the sample size and p is the number of predictors including the
intercept

Value
Estimated error of prediction of the model.

References
Stein, C. (1960). “Multiple Regression.” In Contributions to Probability and Statistics: Essays in
Honor of Harold Hotelling, edited by I. Olkin, S. G. Ghurye, W. Hoeffding, W. G. Madow, and H.
B. Mann, 264–305. Stanford, CA: Stanford University Press.
Darlington, R. B. (1968). “Multiple Regression in Psychological Research and Practice.” Psycho-
logical Bulletin 69:161–182.

See Also
Other model selection criteria: ols_aic, ols_apc, ols_fpe, ols_hsp, ols_mallows_cp, ols_sbc,
ols_sbic

Examples
model <- lm(mpg ~ disp + hp + wt + qsec, data = mtcars)
ols_msep(model)
16 ols_plot_added_variable

ols_plot_added_variable
Added variable plots

Description

Added variable plot provides information about the marginal importance of a predictor variable,
given the other predictor variables already in the model. It shows the marginal importance of the
variable in reducing the residual variability.

Usage

ols_plot_added_variable(model, print_plot = TRUE)

Arguments

model An object of class lm.

print_plot logical; if TRUE, prints the plot else returns a plot object.

Details

The added variable plot was introduced by Mosteller and Tukey (1977). It enables us to visualize
the regression coefficient of a new variable being considered to be included in a model. The plot
can be constructed for each predictor variable.
Let us assume we want to test the effect of adding/removing variable X from a model. Let the
response variable of the model be Y
Steps to construct an added variable plot:

• Regress Y on all variables other than X and store the residuals (Y residuals).
• Regress X on all the other variables included in the model (X residuals).
• Construct a scatter plot of Y residuals and X residuals.

What do the Y and X residuals represent? The Y residuals represent the part of Y not explained
by all the variables other than X. The X residuals represent the part of X not explained by other
variables. The slope of the line fitted to the points in the added variable plot is equal to the regression
coefficient when Y is regressed on all variables including X.
A strong linear relationship in the added variable plot indicates the increased importance of the
contribution of X to the model already containing the other predictors.

Deprecated Function

ols_avplots() has been deprecated. Instead use ols_plot_added_variable().

ols_plot_comp_plus_resid 17

References
Chatterjee, Samprit and Hadi, Ali. Regression Analysis by Example. 5th ed. N.p.: John Wiley &
Sons, 2012. Print.
Kutner, MH, Nachtscheim CJ, Neter J and Li W., 2004, Applied Linear Statistical Models (5th
edition). Chicago, IL., McGraw Hill/Irwin.

See Also
[ols_plot_resid_regressor()], [ols_plot_comp_plus_resid()]

Examples
model <- lm(mpg ~ disp + hp + wt, data = mtcars)
ols_plot_added_variable(model)

ols_plot_comp_plus_resid
Residual plus component plot

Description
The residual plus component plot indicates whether any non-linearity is present in the relationship
between response and predictor variables and can suggest possible transformations for linearizing
the data.

Usage
ols_plot_comp_plus_resid(model, print_plot = TRUE)

Arguments
model An object of class lm.
print_plot logical; if TRUE, prints the plot else returns a plot object.

Deprecated Function
ols_rpc_plot() has been deprecated. Instead use ols_plot_comp_plus_resid().

References
Chatterjee, Samprit and Hadi, Ali. Regression Analysis by Example. 5th ed. N.p.: John Wiley &
Sons, 2012. Print.
Kutner, MH, Nachtscheim CJ, Neter J and Li W., 2004, Applied Linear Statistical Models (5th
edition). Chicago, IL., McGraw Hill/Irwin.
18 ols_plot_cooksd_bar

See Also
[ols_plot_added_variable()], [ols_plot_resid_regressor()]

Examples
model <- lm(mpg ~ disp + hp + wt + qsec, data = mtcars)
ols_plot_comp_plus_resid(model)

ols_plot_cooksd_bar Cooks’ D bar plot

Description
Bar Plot of cook’s distance to detect observations that strongly influence fitted values of the model.

Usage
ols_plot_cooksd_bar(model, print_plot = TRUE)

Arguments
model An object of class lm.
print_plot logical; if TRUE, prints the plot else returns a plot object.

Details
Cook’s distance was introduced by American statistician R Dennis Cook in 1977. It is used to
identify influential data points. It depends on both the residual and leverage i.e it takes it account
both the x value and y value of the observation.
Steps to compute Cook’s distance:

• Delete observations one at a time.

• Refit the regression model on remaining n − 1 observations
• examine how much all of the fitted values change when the ith observation is deleted.

A data point having a large cook’s d indicates that the data point strongly influences the fitted values.

Value
ols_plot_cooksd_bar returns a list containing the following components:

outliers a data.frame with observation number and cooks distance that exceed threshold
threshold threshold for classifying an observation as an outlier
ols_plot_cooksd_chart 19

Deprecated Function
ols_cooksd_barplot() has been deprecated. Instead use ols_plot_cooksd_bar().

See Also
[ols_plot_cooksd_chart()]

Examples
model <- lm(mpg ~ disp + hp + wt, data = mtcars)
ols_plot_cooksd_bar(model)

ols_plot_cooksd_chart Cooks’ D chart

Description
Chart of cook’s distance to detect observations that strongly influence fitted values of the model.

Usage
ols_plot_cooksd_chart(model, print_plot = TRUE)

Arguments
model An object of class lm.
print_plot logical; if TRUE, prints the plot else returns a plot object.

Details
Cook’s distance was introduced by American statistician R Dennis Cook in 1977. It is used to
identify influential data points. It depends on both the residual and leverage i.e it takes it account
both the x value and y value of the observation.
Steps to compute Cook’s distance:

• Delete observations one at a time.

• Refit the regression model on remaining n − 1 observations
• exmine how much all of the fitted values change when the ith observation is deleted.

A data point having a large cook’s d indicates that the data point strongly influences the fitted values.

Value
ols_plot_cooksd_chart returns a list containing the following components:

outliers a data.frame with observation number and cooks distance that exceed threshold
threshold threshold for classifying an observation as an outlier
20 ols_plot_dfbetas

Deprecated Function
ols_cooksd_chart() has been deprecated. Instead use ols_plot_cooksd_chart().

See Also
[ols_plot_cooksd_bar()]

Examples
model <- lm(mpg ~ disp + hp + wt, data = mtcars)
ols_plot_cooksd_chart(model)

ols_plot_dfbetas DFBETAs panel

Description
Panel of plots to detect influential observations using DFBETAs.

Usage
ols_plot_dfbetas(model, print_plot = TRUE)

Arguments
model An object of class lm.
print_plot logical; if TRUE, prints the plot else returns a plot object.

Details
DFBETA measures the difference in each parameter estimate with and without the influential point.
There is a DFBETA for each data point i.e if there are n observations and k variables, there will be
n ∗ k DFBETAs. In general, large values of DFBETAS indicate observations that are influential in
estimating a given parameter. Belsley, Kuh,
p and Welsch recommend 2 as a general cutoff value to
indicate influential observations and 2/ (n) as a size-adjusted cutoff.

Value
list; ols_plot_dfbetas returns a list of data.frame (for intercept and each predictor) with the
observation number and DFBETA of observations that exceed the threshold for classifying an ob-
servation as an outlier/influential observation.

Deprecated Function
ols_dfbetas_panel() has been deprecated. Instead use ols_plot_dfbetas().
ols_plot_dffits 21

References
Belsley, David A.; Kuh, Edwin; Welsh, Roy E. (1980). Regression Diagnostics: Identifying Influ-
ential Data and Sources of Collinearity.
Wiley Series in Probability and Mathematical Statistics. New York: John Wiley & Sons. pp. ISBN
0-471-05856-4.

See Also
[ols_plot_dffits()]

Examples
model <- lm(mpg ~ disp + hp + wt + qsec, data = mtcars)
ols_plot_dfbetas(model)

ols_plot_dffits DFFITS plot

Description
Plot for detecting influential observations using DFFITs.

Usage
ols_plot_dffits(model, print_plot = TRUE)

Arguments
model An object of class lm.
print_plot logical; if TRUE, prints the plot else returns a plot object.

Details
DFFIT - difference in fits, is used to identify influential data points. It quantifies the number of
standard deviations that the fitted value changes when the ith data point is omitted.
Steps to compute DFFITs:

• Delete observations one at a time.

• Refit the regression model on remaining n − 1 observations
• examine how much all of the fitted values change when the ith observation is deleted.

An observation is deemed influential if the absolute value of its DFFITS value is greater than:
p
2 (p + 1)/(n − p − 1)

where n is the number of observations and p is the number of predictors including intercept.
22 ols_plot_diagnostics

Value
ols_plot_dffits returns a list containing the following components:

outliers a data.frame with observation number and DFFITs that exceed threshold
threshold threshold for classifying an observation as an outlier

Deprecated Function
ols_dffits_plot() has been deprecated. Instead use ols_plot_dffits().

References
Belsley, David A.; Kuh, Edwin; Welsh, Roy E. (1980). Regression Diagnostics: Identifying Influ-
ential Data and Sources of Collinearity.
Wiley Series in Probability and Mathematical Statistics. New York: John Wiley & Sons. ISBN
0-471-05856-4.

See Also
[ols_plot_dfbetas()]

Examples
model <- lm(mpg ~ disp + hp + wt + qsec, data = mtcars)
ols_plot_dffits(model)

ols_plot_diagnostics Diagnostics panel

Description
Panel of plots for regression diagnostics.

Usage
ols_plot_diagnostics(model, print_plot = TRUE)

Arguments
model An object of class lm.
print_plot logical; if TRUE, prints the plot else returns a plot object.
#’ @section Deprecated Function: ols_diagnostic_panel() has been depre-
cated. Instead use ols_plot_diagnostics().
ols_plot_hadi 23

Examples
model <- lm(mpg ~ disp + hp + wt + qsec, data = mtcars)
ols_plot_diagnostics(model)

ols_plot_hadi Hadi plot

Description

Hadi’s measure of influence based on the fact that influential observations can be present in either
the response variable or in the predictors or both. The plot is used to detect influential observations
based on Hadi’s measure.

Usage

ols_plot_hadi(model, print_plot = TRUE)

Arguments

model An object of class lm.

print_plot logical; if TRUE, prints the plot else returns a plot object.

Deprecated Function

ols_hadi_plot() has been deprecated. Instead use ols_plot_hadi().

References

Chatterjee, Samprit and Hadi, Ali. Regression Analysis by Example. 5th ed. N.p.: John Wiley &
Sons, 2012. Print.

See Also

[ols_plot_resid_pot()]

Examples
model <- lm(mpg ~ disp + hp + wt, data = mtcars)
ols_plot_hadi(model)
24 ols_plot_reg_line

ols_plot_obs_fit Observed vs fitted values plot

Description
Plot of observed vs fitted values to assess the fit of the model.

Usage
ols_plot_obs_fit(model, print_plot = TRUE)

Arguments
model An object of class lm.
print_plot logical; if TRUE, prints the plot else returns a plot object.

Details
Ideally, all your points should be close to a regressed diagonal line. Draw such a diagonal line
within your graph and check out where the points lie. If your model had a high R Square, all the
points would be close to this diagonal line. The lower the R Square, the weaker the Goodness of fit
of your model, the more foggy or dispersed your points are from this diagonal line.

Deprecated Function
ols_ovsp_plot() has been deprecated. Instead use ols_plot_obs_fit().

Examples
model <- lm(mpg ~ disp + hp + wt, data = mtcars)
ols_plot_obs_fit(model)

ols_plot_reg_line Simple linear regression line

Description
Plot to demonstrate that the regression line always passes through mean of the response and predic-
tor variables.

Usage
ols_plot_reg_line(response, predictor, print_plot = TRUE)
ols_plot_resid_box 25

Arguments
response Response variable.
predictor Predictor variable.
print_plot logical; if TRUE, prints the plot else returns a plot object.

Deprecated Function
ols_reg_line() has been deprecated. Instead use ols_plot_reg_line().

Examples
ols_plot_reg_line(mtcars$mpg, mtcars$disp)

ols_plot_resid_box Residual box plot

Description
Box plot of residuals to examine if residuals are normally distributed.

Usage
ols_plot_resid_box(model, print_plot = TRUE)

Arguments
model An object of class lm.
print_plot logical; if TRUE, prints the plot else returns a plot object.

Deprecated Function
ols_rsd_boxplot() has been deprecated. Instead use ols_plot_resid_box().

See Also
Other residual diagnostics: ols_plot_resid_fit, ols_plot_resid_hist, ols_plot_resid_qq,
ols_test_correlation, ols_test_normality

Examples
model <- lm(mpg ~ disp + hp + wt, data = mtcars)
ols_plot_resid_box(model)
26 ols_plot_resid_fit

ols_plot_resid_fit Residual vs fitted plot

Description

Scatter plot of residuals on the y axis and fitted values on the x axis to detect non-linearity, unequal
error variances, and outliers.

Usage

ols_plot_resid_fit(model, print_plot = TRUE)

Arguments

model An object of class lm.

print_plot logical; if TRUE, prints the plot else returns a plot object.

Details

Characteristics of a well behaved residual vs fitted plot:

• The residuals spread randomly around the 0 line indicating that the relationship is linear.
• The residuals form an approximate horizontal band around the 0 line indicating homogeneity
of error variance.
• No one residual is visibly away from the random pattern of the residuals indicating that there
are no outliers.

Deprecated Function

ols_rvsp_plot() has been deprecated. Instead use ols_plot_resid_fit().

See Also

Other residual diagnostics: ols_plot_resid_box, ols_plot_resid_hist, ols_plot_resid_qq,

ols_test_correlation, ols_test_normality

Examples
model <- lm(mpg ~ disp + hp + wt, data = mtcars)
ols_plot_resid_fit(model)
ols_plot_resid_fit_spread 27

ols_plot_resid_fit_spread
Residual fit spread plot

Description
Plot to detect non-linearity, influential observations and outliers.

Usage
ols_plot_resid_fit_spread(model, print_plot = TRUE)

ols_plot_fm(model, print_plot = TRUE)

ols_plot_resid_spread(model, print_plot = TRUE)

Arguments
model An object of class lm.
print_plot logical; if TRUE, prints the plot else returns a plot object.

Details
Consists of side-by-side quantile plots of the centered fit and the residuals. It shows how much
variation in the data is explained by the fit and how much remains in the residuals. For inappropriate
models, the spread of the residuals in such a plot is often greater than the spread of the centered fit.

Deprecated Function
ols_rfs_plot(), ols_fm_plot() and ols_rsd_plot() has been deprecated. Instead use ols_plot_resid_fit_spread(),
ols_plot_fm() and ols_plot_resid_spread().

References
Cleveland, W. S. (1993). Visualizing Data. Summit, NJ: Hobart Press.

Examples
# model
model <- lm(mpg ~ disp + hp + wt, data = mtcars)

# residual fit spread plot

ols_plot_resid_fit_spread(model)

# fit mean plot

ols_plot_fm(model)

# residual spread plot

28 ols_plot_resid_lev

ols_plot_resid_spread(model)

ols_plot_resid_hist Residual histogram

Description
Histogram of residuals for detecting violation of normality assumption.

Usage
ols_plot_resid_hist(model, print_plot = TRUE)

Arguments
model An object of class lm.
print_plot logical; if TRUE, prints the plot else returns a plot object.

Deprecated Function
ols_rsd_hist() has been deprecated. Instead use ols_plot_resid_hist().

See Also
Other residual diagnostics: ols_plot_resid_box, ols_plot_resid_fit, ols_plot_resid_qq,
ols_test_correlation, ols_test_normality

Examples
model <- lm(mpg ~ disp + hp + wt, data = mtcars)
ols_plot_resid_hist(model)

ols_plot_resid_lev Studentized residuals vs leverage plot

Description
Graph for detecting outliers and/or observations with high leverage.

Usage
ols_plot_resid_lev(model, print_plot = TRUE)
ols_plot_resid_pot 29

Arguments
model An object of class lm.
print_plot logical; if TRUE, prints the plot else returns a plot object.

Deprecated Function
ols_rsdlev_plot() has been deprecated. Instead use ols_plot_resid_lev().

See Also
[ols_plot_resid_stud_fit()], [ols_plot_resid_lev()]

Examples
model <- lm(read ~ write + math + science, data = hsb)
ols_plot_resid_lev(model)

ols_plot_resid_pot Potential residual plot

Description
Plot to aid in classifying unusual observations as high-leverage points, outliers, or a combination of
both.

Usage
ols_plot_resid_pot(model, print_plot = TRUE)

Arguments
model An object of class lm.
print_plot logical; if TRUE, prints the plot else returns a plot object.

Deprecated Function
ols_potrsd_plot() has been deprecated. Instead use ols_plot_resid_pot().

References
Chatterjee, Samprit and Hadi, Ali. Regression Analysis by Example. 5th ed. N.p.: John Wiley &
Sons, 2012. Print.

See Also
[ols_plot_hadi()]
30 ols_plot_resid_qq

Examples

model <- lm(mpg ~ disp + hp + wt, data = mtcars)

ols_plot_resid_pot(model)

ols_plot_resid_qq Residual QQ plot

Description

Graph for detecting violation of normality assumption.

Usage

ols_plot_resid_qq(model, print_plot = TRUE)

Arguments

model An object of class lm.

print_plot logical; if TRUE, prints the plot else returns a plot object.

Deprecated Function

ols_rsd_qqplot() has been deprecated. Instead use ols_plot_resid_qq().

See Also

Other residual diagnostics: ols_plot_resid_box, ols_plot_resid_fit, ols_plot_resid_hist,

ols_test_correlation, ols_test_normality

Examples

model <- lm(mpg ~ disp + hp + wt, data = mtcars)

ols_plot_resid_qq(model)
ols_plot_resid_regressor 31

ols_plot_resid_regressor
Residual vs regressor plot

Description
Graph to determine whether we should add a new predictor to the model already containing other
predictors. The residuals from the model is regressed on the new predictor and if the plot shows
non random pattern, you should consider adding the new predictor to the model.

Usage
ols_plot_resid_regressor(model, variable, print_plot = TRUE)

Arguments
model An object of class lm.
variable New predictor to be added to the model.
print_plot logical; if TRUE, prints the plot else returns a plot object.

Deprecated Function
ols_rvsr_plot() has been deprecated. Instead use ols_plot_resid_regressor().

See Also
[ols_plot_added_variable()], [ols_plot_comp_plus_resid()]

Examples
model <- lm(mpg ~ disp + hp + wt, data = mtcars)
ols_plot_resid_regressor(model, 'drat')

ols_plot_resid_stand Standardized residual chart

Description
Chart for identifying outliers.

Usage
ols_plot_resid_stand(model, print_plot = TRUE)
32 ols_plot_resid_stud

Arguments
model An object of class lm.
print_plot logical; if TRUE, prints the plot else returns a plot object.

Details
Standardized residual (internally studentized) is the residual divided by estimated standard devia-
tion.

Value
ols_plot_resid_stand returns a list containing the following components:

outliers a data.frame with observation number and standardized resiudals that ex-
ceed threshold

for classifying an observation as an outlier

threshold threshold for classifying an observation as an outlier

Deprecated Function
ols_srsd_chart() has been deprecated. Instead use ols_plot_resid_stand().

See Also
[ols_plot_resid_stud()]

Examples
model <- lm(mpg ~ disp + hp + wt, data = mtcars)
ols_plot_resid_stand(model)

ols_plot_resid_stud Studentized residual plot

Description
Graph for identifying outliers.

Usage
ols_plot_resid_stud(model, print_plot = TRUE)

Arguments
model An object of class lm.
print_plot logical; if TRUE, prints the plot else returns a plot object.
ols_plot_resid_stud_fit 33

Details
Studentized deleted residuals (or externally studentized residuals) is the deleted residual divided by
its estimated standard deviation. Studentized residuals are going to be more effective for detecting
outlying Y observations than standardized residuals. If an observation has an externally studentized
residual that is larger than 3 (in absolute value) we can call it an outlier.

Value
ols_plot_resid_stud returns a list containing the following components:

outliers a data.frame with observation number and studentized residuals that ex-
ceed threshold

for classifying an observation as an outlier

threshold threshold for classifying an observation as an outlier

Deprecated Function
ols_srsd_plot() has been deprecated. Instead use ols_plot_resid_stud().

See Also
[ols_plot_resid_stand()]

Examples
model <- lm(mpg ~ disp + hp + wt, data = mtcars)
ols_plot_resid_stud(model)

ols_plot_resid_stud_fit
Deleted studentized residual vs fitted values plot

Description
Plot for detecting violation of assumptions about residuals such as non-linearity, constant variances
and outliers. It can also be used to examine model fit.

Usage
ols_plot_resid_stud_fit(model, print_plot = TRUE)

Arguments
model An object of class lm.
print_plot logical; if TRUE, prints the plot else returns a plot object.
34 ols_plot_response

Details
Studentized deleted residuals (or externally studentized residuals) is the deleted residual divided by
its estimated standard deviation. Studentized residuals are going to be more effective for detecting
outlying Y observations than standardized residuals. If an observation has an externally studentized
residual that is larger than 2 (in absolute value) we can call it an outlier.

Value
ols_plot_resid_stud_fit returns a list containing the following components:

outliers a data.frame with observation number, fitted values and deleted studentized
residuals that exceed the threshold for classifying observations as outliers/influential
observations
threshold threshold for classifying an observation as an outlier/influential observation

Deprecated Function
ols_dsrvsp_plot() has been deprecated. Instead use ols_plot_resid_stud_fit().

See Also
[ols_plot_resid_lev()], [ols_plot_resid_stand()], [ols_plot_resid_stud()]

Examples
model <- lm(mpg ~ disp + hp + wt + qsec, data = mtcars)
ols_plot_resid_stud_fit(model)

ols_plot_response Response variable profile

Description
Panel of plots to explore and visualize the response variable.

Usage
ols_plot_response(model, print_plot = TRUE)

Arguments
model An object of class lm.
print_plot logical; if TRUE, prints the plot else returns a plot object.

Deprecated Function
ols_resp_viz() has been deprecated. Instead use ols_plot_response().
ols_pred_rsq 35

Examples
model <- lm(mpg ~ disp + hp + wt, data = mtcars)
ols_plot_response(model)

ols_pred_rsq Predicted rsquare

Description
Use predicted rsquared to determine how well the model predicts responses for new observations.
Larger values of predicted R2 indicate models of greater predictive ability.

Usage
ols_pred_rsq(model)

Arguments
model An object of class lm.

Value
Predicted rsquare of the model.

See Also
Other influence measures: ols_hadi, ols_leverage, ols_press

Examples
model <- lm(mpg ~ disp + hp + wt + qsec, data = mtcars)
ols_pred_rsq(model)

ols_prep_avplot_data Added variable plot data

Description
Data for generating the added variable plots.

Usage
ols_prep_avplot_data(model)
36 ols_prep_cdplot_outliers

Arguments
model An object of class lm.

Examples
model <- lm(mpg ~ disp + hp + wt, data = mtcars)
ols_prep_avplot_data(model)

ols_prep_cdplot_data Cooks’ D plot data

Description
Prepare data for cook’s d bar plot.

Usage
ols_prep_cdplot_data(model)

Arguments
model An object of class lm.

Examples
model <- lm(mpg ~ disp + hp + wt, data = mtcars)
ols_prep_cdplot_data(model)

ols_prep_cdplot_outliers
Cooks’ d outlier data

Description
Outlier data for cook’s d bar plot.

Usage
ols_prep_cdplot_outliers(k)

Arguments
k Cooks’ d bar plot data.
ols_prep_dfbeta_data 37

Examples
model <- lm(mpg ~ disp + hp + wt, data = mtcars)
k <- ols_prep_cdplot_data(model)
ols_prep_cdplot_outliers(k)

ols_prep_dfbeta_data DFBETAs plot data

Description
Prepares the data for dfbetas plot.

Usage
ols_prep_dfbeta_data(d, threshold)

Arguments
d A tibble or data.frame with dfbetas.
threshold The threshold for outliers.

Examples
model <- lm(mpg ~ disp + hp + wt + qsec, data = mtcars)
dfb <- dfbetas(model)
n <- nrow(dfb)
threshold <- 2 / sqrt(n)
dbetas <- dfb[, 1]
df_data <- data.frame(obs = seq_len(n), dbetas = dbetas)
ols_prep_dfbeta_data(df_data, threshold)

ols_prep_dfbeta_outliers
DFBETAs plot outliers

Description
Data for identifying outliers in dfbetas plot.

Usage
ols_prep_dfbeta_outliers(d)
38 ols_prep_outlier_obs

Arguments
d A tibble or data.frame.

Examples
model <- lm(mpg ~ disp + hp + wt + qsec, data = mtcars)
dfb <- dfbetas(model)
n <- nrow(dfb)
threshold <- 2 / sqrt(n)
dbetas <- dfb[, 1]
df_data <- data.frame(obs = seq_len(n), dbetas = dbetas)
d <- ols_prep_dfbeta_data(df_data, threshold)
ols_prep_dfbeta_outliers(d)

ols_prep_dsrvf_data Deleted studentized residual plot data

Description
Generates data for deleted studentized residual vs fitted plot.

Usage
ols_prep_dsrvf_data(model)

Arguments
model An object of class lm.

Examples
model <- lm(mpg ~ disp + hp + wt + qsec, data = mtcars)
ols_prep_dsrvf_data(model)

ols_prep_outlier_obs Cooks’ D outlier observations

Description
Identify outliers in cook’s d plot.

Usage
ols_prep_outlier_obs(k)
ols_prep_regress_x 39

Arguments
k Cooks’ d bar plot data.

Examples
model <- lm(mpg ~ disp + hp + wt, data = mtcars)
k <- ols_prep_cdplot_data(model)
ols_prep_outlier_obs(k)

ols_prep_regress_x Regress predictor on other predictors

Description
Regress a predictor in the model on all the other predictors.

Usage
ols_prep_regress_x(data, i)

Arguments
data A data.frame.
i A numeric vector (indicates the predictor in the model).

Examples
model <- lm(mpg ~ disp + hp + wt, data = mtcars)
data <- ols_prep_avplot_data(model)
ols_prep_regress_x(data, 1)

ols_prep_regress_y Regress y on other predictors

Description
Regress y on all the predictors except the ith predictor.

Usage
ols_prep_regress_y(data, i)
40 ols_prep_rfsplot_fmdata

Arguments

data A data.frame.
i A numeric vector (indicates the predictor in the model).

Examples

model <- lm(mpg ~ disp + hp + wt, data = mtcars)

data <- ols_prep_avplot_data(model)
ols_prep_regress_y(data, 1)

ols_prep_rfsplot_fmdata
Residual fit spread plot data

Description

Data for generating residual fit spread plot.

Usage

ols_prep_rfsplot_fmdata(model)

ols_prep_rfsplot_rsdata(model)

Arguments

model An object of class lm.

Examples

model <- lm(mpg ~ disp + hp + wt + qsec, data = mtcars)

ols_prep_rfsplot_fmdata(model)
ols_prep_rfsplot_rsdata(model)
ols_prep_rstudlev_data 41

ols_prep_rstudlev_data
Studentized residual vs leverage plot data

Description
Generates data for studentized resiudual vs leverage plot.

Usage
ols_prep_rstudlev_data(model)

Arguments
model An object of class lm.

Examples
model <- lm(read ~ write + math + science, data = hsb)
ols_prep_rstudlev_data(model)

ols_prep_rvsrplot_data
Residual vs regressor plot data

Description
Data for generating residual vs regressor plot.

Usage
ols_prep_rvsrplot_data(model)

Arguments
model An object of class lm.

Examples
model <- lm(mpg ~ disp + hp + wt + qsec, data = mtcars)
ols_prep_rvsrplot_data(model)
42 ols_prep_srplot_data

ols_prep_srchart_data Standardized residual chart data

Description
Generates data for standardized residual chart.

Usage
ols_prep_srchart_data(model)

Arguments
model An object of class lm.

Examples
model <- lm(read ~ write + math + science, data = hsb)
ols_prep_srchart_data(model)

ols_prep_srplot_data Studentized residual plot data

Description
Generates data for studentized residual plot.

Usage
ols_prep_srplot_data(model)

Arguments
model An object of class lm.

Examples
model <- lm(read ~ write + math + science, data = hsb)
ols_prep_srplot_data(model)
ols_press 43

ols_press PRESS

Description

PRESS (prediction sum of squares) tells you how well the model will predict new data.

Usage

ols_press(model)

Arguments

model An object of class lm.

Details

The prediction sum of squares (PRESS) is the sum of squares of the prediction error. Each fitted
to obtain the predicted value for the ith observation. Use PRESS to assess your model’s predictive
ability. Usually, the smaller the PRESS value, the better the model’s predictive ability.

Value

Predicted sum of squares of the model.

References

Kutner, MH, Nachtscheim CJ, Neter J and Li W., 2004, Applied Linear Statistical Models (5th
edition). Chicago, IL., McGraw Hill/Irwin.

See Also

Other influence measures: ols_hadi, ols_leverage, ols_pred_rsq

Examples

model <- lm(mpg ~ disp + hp + wt + qsec, data = mtcars)

ols_press(model)
44 ols_pure_error_anova

ols_pure_error_anova Lack of fit F test

Description
Assess how much of the error in prediction is due to lack of model fit.

Usage
ols_pure_error_anova(model, ...)

Arguments
model An object of class lm.
... Other parameters.

Details
The residual sum of squares resulting from a regression can be decomposed into 2 components:

• Due to lack of fit

• Due to random variation

If most of the error is due to lack of fit and not just random error, the model should be discarded
and a new model must be built.

Value
ols_pure_error_anova returns an object of class "ols_pure_error_anova". An object of class
"ols_pure_error_anova" is a list containing the following components:

lackoffit lack of fit sum of squares

pure_error pure error sum of squares
rss regression sum of squares
ess error sum of squares
total total sum of squares
rms regression mean square
ems error mean square
lms lack of fit mean square
pms pure error mean square
rf f statistic
lf lack of fit f statistic
pr p-value of f statistic
pl p-value pf lack of fit f statistic
ols_regress 45

mpred data.frame containing data for the response and predictor of the model
df_rss regression sum of squares degrees of freedom
df_ess error sum of squares degrees of freedom
df_lof lack of fit degrees of freedom
df_error pure error degrees of freedom
final data.frame; contains computed values used for the lack of fit f test
resp character vector; name of response variable
preds character vector; name of predictor variable

Note
The lack of fit F test works only with simple linear regression. Moreover, it is important that the
data contains repeat observations i.e. replicates for at least one of the values of the predictor x. This
test generally only applies to datasets with plenty of replicates.

References
Kutner, MH, Nachtscheim CJ, Neter J and Li W., 2004, Applied Linear Statistical Models (5th
edition). Chicago, IL., McGraw Hill/Irwin.

Examples
model <- lm(mpg ~ disp, data = mtcars)
ols_pure_error_anova(model)

ols_regress Ordinary least squares regression

Description
Ordinary least squares regression.

Usage
ols_regress(object, ...)

## S3 method for class 'lm'

ols_regress(object, ...)

Arguments
object An object of class "formula" (or one that can be coerced to that class): a sym-
bolic description of the model to be fitted or class lm.
... Other inputs.
46 ols_regress

Value
ols_regress returns an object of class "ols_regress". An object of class "ols_regress" is a
list containing the following components:

r square root of rsquare, correlation between observed and predicted values of

dependent variable
rsq coefficient of determination or r-square
adjr adjusted rsquare
sigma root mean squared error
cv coefficient of variation
mse mean squared error
mae mean absolute error
aic akaike information criteria
sbc bayesian information criteria
sbic sawa bayesian information criteria
prsq predicted rsquare
error_df residual degrees of freedom
model_df regression degrees of freedom
total_df total degrees of freedom
ess error sum of squares
rss regression sum of squares
tss total sum of squares
rms regression mean square
ems error mean square
f f statistis
p p-value for f
n number of predictors including intercept
betas betas; estimated coefficients
sbetas standardized betas
std_errors standard errors
tvalues t values
pvalues p-value of tvalues
df degrees of freedom of betas
conf_lm confidence intervals for coefficients
title title for the model
dependent character vector; name of the dependent variable
predictors character vector; name of the predictor variables
mvars character vector; name of the predictor variables including intercept
model input model for ols_regress
ols_sbc 47

Interaction Terms
If the model includes interaction terms, the standardized betas are computed after scaling and cen-
tering the predictors.

References
https://www.ssc.wisc.edu/~hemken/Stataworkshops/stdBeta/Getting

Examples
ols_regress(mpg ~ disp + hp + wt, data = mtcars)

# if model includes interaction terms set iterm to TRUE

ols_regress(mpg ~ disp * wt, data = mtcars, iterm = TRUE)

ols_sbc Bayesian information criterion

Description
Bayesian information criterion for model selection.

Usage
ols_sbc(model, method = c("R", "STATA", "SAS"))

Arguments
model An object of class lm.
method A character vector; specify the method to compute BIC. Valid options include
R, STATA and SAS.

Details
SBC provides a means for model selection. Given a collection of models for the data, SBC estimates
the quality of each model, relative to each of the other models. R and STATA use loglikelihood to
compute SBC. SAS uses residual sum of squares. Below is the formula in each case:
R & STATA
AIC = −2(loglikelihood) + ln(n) ∗ 2p

SAS
AIC = n ∗ ln(SSE/n) + p ∗ ln(n)

where n is the sample size and p is the number of model parameters including intercept.
48 ols_sbic

Value
The bayesian information criterion of the model.

References
Schwarz, G. (1978). “Estimating the Dimension of a Model.” Annals of Statistics 6:461–464.
Judge, G. G., Griffiths, W. E., Hill, R. C., and Lee, T.-C. (1980). The Theory and Practice of
Econometrics. New York: John Wiley & Sons.

See Also
Other model selection criteria: ols_aic, ols_apc, ols_fpe, ols_hsp, ols_mallows_cp, ols_msep,
ols_sbic

Examples
# using R computation method
model <- lm(mpg ~ disp + hp + wt + qsec, data = mtcars)
ols_sbc(model)

# using STATA computation method

model <- lm(mpg ~ disp + hp + wt + qsec, data = mtcars)
ols_sbc(model, method = 'STATA')

# using SAS computation method

model <- lm(mpg ~ disp + hp + wt + qsec, data = mtcars)
ols_sbc(model, method = 'SAS')

ols_sbic Sawa’s bayesian information criterion

Description
Sawa’s bayesian information criterion for model selection.

Usage
ols_sbic(model, full_model)

Arguments
model An object of class lm.
full_model An object of class lm.
ols_step_all_possible 49

Details
Sawa (1978) developed a model selection criterion that was derived from a Bayesian modification of
the AIC criterion. Sawa’s Bayesian Information Criterion (BIC) is a function of the number of ob-
servations n, the SSE, the pure error variance fitting the full model, and the number of independent
variables including the intercept.

SBIC = n ∗ ln(SSE/n) + 2(p + 2)q − 2(q 2 )

where q = n(σ 2 )/SSE, n is the sample size, p is the number of model parameters including
intercept SSE is the residual sum of squares.

Value
Sawa’s Bayesian Information Criterion

References
Sawa, T. (1978). “Information Criteria for Discriminating among Alternative Regression Models.”
Econometrica 46:1273–1282.
Judge, G. G., Griffiths, W. E., Hill, R. C., and Lee, T.-C. (1980). The Theory and Practice of
Econometrics. New York: John Wiley & Sons.

See Also
Other model selection criteria: ols_aic, ols_apc, ols_fpe, ols_hsp, ols_mallows_cp, ols_msep,
ols_sbc

Examples
full_model <- lm(mpg ~ ., data = mtcars)
model <- lm(mpg ~ disp + hp + wt + qsec, data = mtcars)
ols_sbic(model, full_model)

ols_step_all_possible All possible regression

Description
Fits all regressions involving one regressor, two regressors, three regressors, and so on. It tests all
possible subsets of the set of potential independent variables.

Usage
ols_step_all_possible(model, ...)

## S3 method for class 'ols_step_all_possible'

plot(x, model = NA, print_plot = TRUE,
...)
50 ols_step_all_possible

Arguments

model An object of class lm.

... Other arguments.
x An object of class ols_best_subset.
print_plot logical; if TRUE, prints the plot else returns a plot object.

Value

ols_step_all_possible returns an object of class "ols_step_all_possible". An object of

class "ols_step_all_possible" is a data frame containing the following components:

n model number
predictors predictors in the model
rsquare rsquare of the model
adjr adjusted rsquare of the model
predrsq predicted rsquare of the model
cp mallow’s Cp
aic akaike information criteria
sbic sawa bayesian information criteria
sbc schwarz bayes information criteria
gmsep estimated MSE of prediction, assuming multivariate normality
jp final prediction error
pc amemiya prediction criteria
sp hocking’s Sp

Deprecated Function

ols_all_subset() has been deprecated. Instead use ols_step_all_possible().

References

Mendenhall William and Sinsich Terry, 2012, A Second Course in Statistics Regression Analysis
(7th edition). Prentice Hall

See Also

Other variable selection procedures: ols_step_backward_aic, ols_step_backward_p, ols_step_best_subset,

ols_step_both_aic, ols_step_forward_aic, ols_step_forward_p
ols_step_all_possible_betas 51

Examples
model <- lm(mpg ~ disp + hp, data = mtcars)
k <- ols_step_all_possible(model)
k

# plot
plot(k)

ols_step_all_possible_betas
All possible regression variable coefficients

Description
Returns the coefficients for each variable from each model.

Usage
ols_step_all_possible_betas(object, ...)

Arguments
object An object of class lm.
... Other arguments.

Value
ols_step_all_possible_betas returns a data.frame containing:

model_index model number

predictor predictor
beta_coef coefficient for the predictor

Examples
## Not run:
model <- lm(mpg ~ disp + hp + wt, data = mtcars)
ols_step_all_possible_betas(model)

## End(Not run)
52 ols_step_backward_aic

ols_step_backward_aic Stepwise AIC backward regression

Description
Build regression model from a set of candidate predictor variables by removing predictors based
on akaike information criterion, in a stepwise manner until there is no variable left to remove any
more.

Usage
ols_step_backward_aic(model, ...)

## Default S3 method:
ols_step_backward_aic(model, progress = FALSE,
details = FALSE, ...)

## S3 method for class 'ols_step_backward_aic'

plot(x, print_plot = TRUE, ...)

Arguments
model An object of class lm; the model should include all candidate predictor variables.
... Other arguments.
progress Logical; if TRUE, will display variable selection progress.
details Logical; if TRUE, will print the regression result at each step.
x An object of class ols_step_backward_aic.
print_plot logical; if TRUE, prints the plot else returns a plot object.

Value
ols_step_backward_aic returns an object of class "ols_step_backward_aic". An object of
class "ols_step_backward_aic" is a list containing the following components:

model model with the least AIC; an object of class lm

steps total number of steps
predictors variables removed from the model
aics akaike information criteria
ess error sum of squares
rss regression sum of squares
rsq rsquare
arsq adjusted rsquare
ols_step_backward_p 53

Deprecated Function
ols_stepaic_backward() has been deprecated. Instead use ols_step_backward_aic().

References
Venables, W. N. and Ripley, B. D. (2002) Modern Applied Statistics with S. Fourth edition. Springer.

See Also
Other variable selection procedures: ols_step_all_possible, ols_step_backward_p, ols_step_best_subset,
ols_step_both_aic, ols_step_forward_aic, ols_step_forward_p

Examples
# stepwise backward regression
model <- lm(y ~ ., data = surgical)
ols_step_backward_aic(model)

# stepwise backward regression plot

model <- lm(y ~ ., data = surgical)
k <- ols_step_backward_aic(model)
plot(k)

# final model
k$model

ols_step_backward_p Stepwise backward regression

Description
Build regression model from a set of candidate predictor variables by removing predictors based on
p values, in a stepwise manner until there is no variable left to remove any more.

Usage
ols_step_backward_p(model, ...)

## Default S3 method:
ols_step_backward_p(model, prem = 0.3,
progress = FALSE, details = FALSE, ...)

## S3 method for class 'ols_step_backward_p'

plot(x, model = NA, print_plot = TRUE,
...)
54 ols_step_backward_p

Arguments

model An object of class lm; the model should include all candidate predictor variables.
... Other inputs.
prem p value; variables with p more than prem will be removed from the model.
progress Logical; if TRUE, will display variable selection progress.
details Logical; if TRUE, will print the regression result at each step.
x An object of class ols_step_backward_p.
print_plot logical; if TRUE, prints the plot else returns a plot object.

Value

ols_step_backward_p returns an object of class "ols_step_backward_p". An object of class

"ols_step_backward_p" is a list containing the following components:

model final model; an object of class lm

steps total number of steps
removed variables removed from the model
rsquare coefficient of determination
aic akaike information criteria
sbc bayesian information criteria
sbic sawa’s bayesian information criteria
adjr adjusted r-square
rmse root mean square error
mallows_cp mallow’s Cp
indvar predictors

Deprecated Function

ols_step_backward() has been deprecated. Instead use ols_step_backward_p().

References

Chatterjee, Samprit and Hadi, Ali. Regression Analysis by Example. 5th ed. N.p.: John Wiley &
Sons, 2012. Print.

See Also

Other variable selection procedures: ols_step_all_possible, ols_step_backward_aic, ols_step_best_subset,

ols_step_both_aic, ols_step_forward_aic, ols_step_forward_p
ols_step_best_subset 55

Examples
# stepwise backward regression
model <- lm(y ~ ., data = surgical)
ols_step_backward_p(model)

# stepwise backward regression plot

model <- lm(y ~ ., data = surgical)
k <- ols_step_backward_p(model)
plot(k)

# final model
k$model

ols_step_best_subset Best subsets regression

Description
Select the subset of predictors that do the best at meeting some well-defined objective criterion,
such as having the largest R2 value or the smallest MSE, Mallow’s Cp or AIC.

Usage
ols_step_best_subset(model, ...)

## S3 method for class 'ols_step_best_subset'

plot(x, model = NA, print_plot = TRUE,
...)

Arguments
model An object of class lm.
... Other inputs.
x An object of class ols_step_best_subset.
print_plot logical; if TRUE, prints the plot else returns a plot object.

Value
ols_step_best_subset returns an object of class "ols_step_best_subset". An object of class
"ols_step_best_subset" is a data frame containing the following components:

n model number
predictors predictors in the model
rsquare rsquare of the model
adjr adjusted rsquare of the model
56 ols_step_both_aic

predrsq predicted rsquare of the model

cp mallow’s Cp
aic akaike information criteria
sbic sawa bayesian information criteria
sbc schwarz bayes information criteria
gmsep estimated MSE of prediction, assuming multivariate normality
jp final prediction error
pc amemiya prediction criteria
sp hocking’s Sp

Deprecated Function
ols_best_subset() has been deprecated. Instead use ols_step_best_subset().

References
Kutner, MH, Nachtscheim CJ, Neter J and Li W., 2004, Applied Linear Statistical Models (5th
edition). Chicago, IL., McGraw Hill/Irwin.

See Also
Other variable selection procedures: ols_step_all_possible, ols_step_backward_aic, ols_step_backward_p,
ols_step_both_aic, ols_step_forward_aic, ols_step_forward_p

Examples
model <- lm(mpg ~ disp + hp + wt + qsec, data = mtcars)
ols_step_best_subset(model)

# plot
model <- lm(mpg ~ disp + hp + wt + qsec, data = mtcars)
k <- ols_step_best_subset(model)
plot(k)

ols_step_both_aic Stepwise AIC regression

Description
Build regression model from a set of candidate predictor variables by entering and removing pre-
dictors based on akaike information criteria, in a stepwise manner until there is no variable left to
enter or remove any more.
ols_step_both_aic 57

Usage
ols_step_both_aic(model, progress = FALSE, details = FALSE)

## S3 method for class 'ols_step_both_aic'

plot(x, print_plot = TRUE, ...)

Arguments
model An object of class lm.
progress Logical; if TRUE, will display variable selection progress.
details Logical; if TRUE, details of variable selection will be printed on screen.
x An object of class ols_step_both_aic.
print_plot logical; if TRUE, prints the plot else returns a plot object.
... Other arguments.

Value
ols_step_both_aic returns an object of class "ols_step_both_aic". An object of class "ols_step_both_aic"
is a list containing the following components:

model model with the least AIC; an object of class lm

predictors variables added/removed from the model
method addition/deletion
aics akaike information criteria
ess error sum of squares
rss regression sum of squares
rsq rsquare
arsq adjusted rsquare
steps total number of steps

Deprecated Function
ols_stepaic_both() has been deprecated. Instead use ols_step_both_aic().

References
Venables, W. N. and Ripley, B. D. (2002) Modern Applied Statistics with S. Fourth edition. Springer.

See Also
Other variable selection procedures: ols_step_all_possible, ols_step_backward_aic, ols_step_backward_p,
ols_step_best_subset, ols_step_forward_aic, ols_step_forward_p
58 ols_step_both_p

Examples
## Not run:
# stepwise regression
model <- lm(y ~ ., data = stepdata)
ols_step_both_aic(model)

# stepwise regression plot

model <- lm(y ~ ., data = stepdata)
k <- ols_step_both_aic(model)
plot(k)

# final model
k$model

## End(Not run)

ols_step_both_p Stepwise regression

Description
Build regression model from a set of candidate predictor variables by entering and removing pre-
dictors based on p values, in a stepwise manner until there is no variable left to enter or remove any
more.

Usage
ols_step_both_p(model, ...)

## Default S3 method:
ols_step_both_p(model, pent = 0.1, prem = 0.3,
progress = FALSE, details = FALSE, ...)

## S3 method for class 'ols_step_both_p'

plot(x, model = NA, print_plot = TRUE, ...)

Arguments
model An object of class lm; the model should include all candidate predictor variables.
... Other arguments.
pent p value; variables with p value less than pent will enter into the model.
prem p value; variables with p more than prem will be removed from the model.
progress Logical; if TRUE, will display variable selection progress.
details Logical; if TRUE, will print the regression result at each step.
x An object of class ols_step_both_p.
print_plot logical; if TRUE, prints the plot else returns a plot object.
ols_step_both_p 59

Value
ols_step_both_p returns an object of class "ols_step_both_p". An object of class "ols_step_both_p"
is a list containing the following components:

model final model; an object of class lm

orders candidate predictor variables according to the order by which they were added
or removed from the model
method addition/deletion
steps total number of steps
predictors variables retained in the model (after addition)
rsquare coefficient of determination
aic akaike information criteria
sbc bayesian information criteria
sbic sawa’s bayesian information criteria
adjr adjusted r-square
rmse root mean square error
mallows_cp mallow’s Cp
indvar predictors

Deprecated Function
ols_stepwise() has been deprecated. Instead use ols_step_both_p().

References
Chatterjee, Samprit and Hadi, Ali. Regression Analysis by Example. 5th ed. N.p.: John Wiley &
Sons, 2012. Print.

Examples
# stepwise regression
model <- lm(y ~ ., data = surgical)
ols_step_both_p(model)

# stepwise regression plot

model <- lm(y ~ ., data = surgical)
k <- ols_step_both_p(model)
plot(k)

# final model
k$model
60 ols_step_forward_aic

ols_step_forward_aic Stepwise AIC forward regression

Description
Build regression model from a set of candidate predictor variables by entering predictors based on
akaike information criterion, in a stepwise manner until there is no variable left to enter any more.

Usage
ols_step_forward_aic(model, ...)

## Default S3 method:
ols_step_forward_aic(model, progress = FALSE,
details = FALSE, ...)

## S3 method for class 'ols_step_forward_aic'

plot(x, print_plot = TRUE, ...)

Arguments
model An object of class lm.
... Other arguments.
progress Logical; if TRUE, will display variable selection progress.
details Logical; if TRUE, will print the regression result at each step.
x An object of class ols_step_forward_aic.
print_plot logical; if TRUE, prints the plot else returns a plot object.

Value
ols_step_forward_aic returns an object of class "ols_step_forward_aic". An object of class
"ols_step_forward_aic" is a list containing the following components:

model model with the least AIC; an object of class lm

steps total number of steps
predictors variables added to the model
aics akaike information criteria
ess error sum of squares
rss regression sum of squares
rsq rsquare
arsq adjusted rsquare

Deprecated Function
ols_stepaic_forward() has been deprecated. Instead use ols_step_forward_aic().
ols_step_forward_p 61

References

Venables, W. N. and Ripley, B. D. (2002) Modern Applied Statistics with S. Fourth edition. Springer.

See Also

Other variable selection procedures: ols_step_all_possible, ols_step_backward_aic, ols_step_backward_p,

ols_step_best_subset, ols_step_both_aic, ols_step_forward_p

Examples
# stepwise forward regression
model <- lm(y ~ ., data = surgical)
ols_step_forward_aic(model)

# stepwise forward regression plot

model <- lm(y ~ ., data = surgical)
k <- ols_step_forward_aic(model)
plot(k)

# final model
k$model

ols_step_forward_p Stepwise forward regression

Description

Build regression model from a set of candidate predictor variables by entering predictors based on
p values, in a stepwise manner until there is no variable left to enter any more.

Usage

ols_step_forward_p(model, ...)

## Default S3 method:
ols_step_forward_p(model, penter = 0.3,
progress = FALSE, details = FALSE, ...)

## S3 method for class 'ols_step_forward_p'

plot(x, model = NA, print_plot = TRUE,
...)
62 ols_step_forward_p

Arguments
model An object of class lm; the model should include all candidate predictor variables.
... Other arguments.
penter p value; variables with p value less than penter will enter into the model
progress Logical; if TRUE, will display variable selection progress.
details Logical; if TRUE, will print the regression result at each step.
x An object of class ols_step_forward_p.
print_plot logical; if TRUE, prints the plot else returns a plot object.

Value
ols_step_forward_p returns an object of class "ols_step_forward_p". An object of class "ols_step_forward_p"
is a list containing the following components:

model final model; an object of class lm

steps number of steps
predictors variables added to the model
rsquare coefficient of determination
aic akaike information criteria
sbc bayesian information criteria
sbic sawa’s bayesian information criteria
adjr adjusted r-square
rmse root mean square error
mallows_cp mallow’s Cp
indvar predictors

Deprecated Function
ols_step_forward() has been deprecated. Instead use ols_step_forward_p().

References
Chatterjee, Samprit and Hadi, Ali. Regression Analysis by Example. 5th ed. N.p.: John Wiley &
Sons, 2012. Print.
Kutner, MH, Nachtscheim CJ, Neter J and Li W., 2004, Applied Linear Statistical Models (5th
edition). Chicago, IL., McGraw Hill/Irwin.

See Also
Other variable selection procedures: ols_step_all_possible, ols_step_backward_aic, ols_step_backward_p,
ols_step_best_subset, ols_step_both_aic, ols_step_forward_aic
ols_test_bartlett 63

Examples
# stepwise forward regression
model <- lm(y ~ ., data = surgical)
ols_step_forward_p(model)

# stepwise forward regression plot

model <- lm(y ~ ., data = surgical)
k <- ols_step_forward_p(model)
plot(k)

# final model
k$model

ols_test_bartlett Bartlett test

Description
Test if k samples are from populations with equal variances.

Usage
ols_test_bartlett(data, ...)

## Default S3 method:
ols_test_bartlett(data, ..., group_var = NULL)

Arguments
data A data.frame or tibble.
... Columns in data.
group_var Grouping variable.

Details
Bartlett’s test is used to test if variances across samples is equal. It is sensitive to departures from
normality. The Levene test is an alternative test that is less sensitive to departures from normality.

Value
ols_test_bartlett returns an object of class "ols_test_bartlett". An object of class "ols_test_bartlett"
is a list containing the following components:

fstat f statistic
pval p-value of fstat
df degrees of freedom
64 ols_test_breusch_pagan

Deprecated Function
ols_bartlett_test() has been deprecated. Instead use ols_test_bartlett().

References
Snedecor, George W. and Cochran, William G. (1989), Statistical Methods, Eighth Edition, Iowa
State University Press.

See Also
Other heteroskedasticity tests: ols_test_breusch_pagan, ols_test_f, ols_test_score

Examples
# using grouping variable
library(descriptr)
ols_test_bartlett(mtcarz, 'mpg', group_var = 'cyl')

# using variables
ols_test_bartlett(hsb, 'read', 'write')

ols_test_breusch_pagan
Breusch pagan test

Description
Test for constant variance. It assumes that the error terms are normally distributed.

Usage
ols_test_breusch_pagan(model, fitted.values = TRUE, rhs = FALSE,
multiple = FALSE, p.adj = c("none", "bonferroni", "sidak", "holm"),
vars = NA)

Arguments
model An object of class lm.
fitted.values Logical; if TRUE, use fitted values of regression model.
rhs Logical; if TRUE, specifies that tests for heteroskedasticity be performed for the
right-hand-side (explanatory) variables of the fitted regression model.
multiple Logical; if TRUE, specifies that multiple testing be performed.
p.adj Adjustment for p value, the following options are available: bonferroni, holm,
sidak and none.
vars Variables to be used for heteroskedasticity test.
ols_test_breusch_pagan 65

Details
Breusch Pagan Test was introduced by Trevor Breusch and Adrian Pagan in 1979. It is used to
test for heteroskedasticity in a linear regression model. It test whether variance of errors from a
regression is dependent on the values of a independent variable.

• Null Hypothesis: Equal/constant variances

• Alternative Hypothesis: Unequal/non-constant variances

Computation

• Fit a regression model

• Regress the squared residuals from the above model on the independent variables
• Compute nR2 . It follows a chi square distribution with p -1 degrees of freedom, where p is
the number of independent variables, n is the sample size and R2 is the coefficient of determi-
nation from the regression in step 2.

Value
ols_test_breusch_pagan returns an object of class "ols_test_breusch_pagan". An object of
class "ols_test_breusch_pagan" is a list containing the following components:

bp breusch pagan statistic

p p-value of bp
fv fitted values of the regression model
rhs names of explanatory variables of fitted regression model
multiple logical value indicating if multiple tests should be performed
padj adjusted p values
vars variables to be used for heteroskedasticity test
resp response variable
preds predictors

Deprecated Function
ols_bp_test() has been deprecated. Instead use ols_test_breusch_pagan().

References
T.S. Breusch & A.R. Pagan (1979), A Simple Test for Heteroscedasticity and Random Coefficient
Variation. Econometrica 47, 1287–1294
Cook, R. D.; Weisberg, S. (1983). "Diagnostics for Heteroskedasticity in Regression". Biometrika.
70 (1): 1–10.

See Also
Other heteroskedasticity tests: ols_test_bartlett, ols_test_f, ols_test_score
66 ols_test_correlation

Examples
# model
model <- lm(mpg ~ disp + hp + wt + drat, data = mtcars)

# use fitted values of the model

ols_test_breusch_pagan(model)

# use independent variables of the model

ols_test_breusch_pagan(model, rhs = TRUE)

# use independent variables of the model and perform multiple tests

ols_test_breusch_pagan(model, rhs = TRUE, multiple = TRUE)

# bonferroni p value adjustment

ols_test_breusch_pagan(model, rhs = TRUE, multiple = TRUE, p.adj = 'bonferroni')

# sidak p value adjustment

ols_test_breusch_pagan(model, rhs = TRUE, multiple = TRUE, p.adj = 'sidak')

# holm's p value adjustment

ols_test_breusch_pagan(model, rhs = TRUE, multiple = TRUE, p.adj = 'holm')

ols_test_correlation Correlation test for normality

Description
Correlation between observed residuals and expected residuals under normality.

Usage
ols_test_correlation(model)

Arguments
model An object of class lm.

Value
Correlation between fitted regression model residuals and expected values of residuals.

Deprecated Function
ols_corr_test() has been deprecated. Instead use ols_test_correlation().

See Also
Other residual diagnostics: ols_plot_resid_box, ols_plot_resid_fit, ols_plot_resid_hist,
ols_plot_resid_qq, ols_test_normality
ols_test_f 67

Examples
model <- lm(mpg ~ disp + hp + wt + qsec, data = mtcars)
ols_test_correlation(model)

ols_test_f F test

Description
Test for heteroskedasticity under the assumption that the errors are independent and identically
distributed (i.i.d.).

Usage
ols_test_f(model, fitted_values = TRUE, rhs = FALSE, vars = NULL,
...)

Arguments
model An object of class lm.
fitted_values Logical; if TRUE, use fitted values of regression model.
rhs Logical; if TRUE, specifies that tests for heteroskedasticity be performed for the
right-hand-side (explanatory) variables of the fitted regression model.
vars Variables to be used for for heteroskedasticity test.
... Other arguments.

Value
ols_test_f returns an object of class "ols_test_f". An object of class "ols_test_f" is a list
containing the following components:

f f statistic
p p-value of f
fv fitted values of the regression model
rhs names of explanatory variables of fitted regression model
numdf numerator degrees of freedom
dendf denominator degrees of freedom
vars variables to be used for heteroskedasticity test
resp response variable
preds predictors

Deprecated Function
ols_f_test() has been deprecated. Instead use ols_test_f().
68 ols_test_normality

References

Wooldridge, J. M. 2013. Introductory Econometrics: A Modern Approach. 5th ed. Mason, OH:
South-Western.

See Also

Other heteroskedasticity tests: ols_test_bartlett, ols_test_breusch_pagan, ols_test_score

Examples

# model
model <- lm(mpg ~ disp + hp + wt + qsec, data = mtcars)

# using fitted values

ols_test_f(model)

# using all predictors of the model

ols_test_f(model, rhs = TRUE)

# using fitted values

ols_test_f(model, vars = c('disp', 'hp'))

ols_test_normality Test for normality

Description

Test for detecting violation of normality assumption.

Usage

ols_test_normality(y, ...)

## S3 method for class 'lm'

ols_test_normality(y, ...)

Arguments

y A numeric vector or an object of class lm.

... Other arguments.
ols_test_outlier 69

Value
ols_test_normality returns an object of class "ols_test_normality". An object of class "ols_test_normality"
is a list containing the following components:
kolmogorv kolmogorv smirnov statistic
shapiro shapiro wilk statistic
cramer cramer von mises statistic
anderson anderson darling statistic

Deprecated Function
ols_norm_test() has been deprecated. Instead use ols_test_normality().

See Also
Other residual diagnostics: ols_plot_resid_box, ols_plot_resid_fit, ols_plot_resid_hist,
ols_plot_resid_qq, ols_test_correlation

Examples
model <- lm(mpg ~ disp + hp + wt + qsec, data = mtcars)
ols_test_normality(model)

ols_test_outlier Bonferroni Outlier Test

Description
Detect outliers using Bonferroni p values.

Usage
ols_test_outlier(model, cut_off = 0.05, n_max = 10, ...)

Arguments
model An object of class lm.
cut_off Bonferroni p-values cut off for reporting observations.
n_max Maximum number of observations to report, default is 10.
... Other arguments.

Examples
# model
model <- lm(y ~ ., data = surgical)
ols_test_outlier(model)
70 ols_test_score

ols_test_score Score test

Description
Test for heteroskedasticity under the assumption that the errors are independent and identically
distributed (i.i.d.).

Usage
ols_test_score(model, fitted_values = TRUE, rhs = FALSE, vars = NULL)

Arguments
model An object of class lm.
fitted_values Logical; if TRUE, use fitted values of regression model.
rhs Logical; if TRUE, specifies that tests for heteroskedasticity be performed for the
right-hand-side (explanatory) variables of the fitted regression model.
vars Variables to be used for for heteroskedasticity test.

Value
ols_test_score returns an object of class "ols_test_score". An object of class "ols_test_score"
is a list containing the following components:

score f statistic
p p value of score
df degrees of freedom
fv fitted values of the regression model
rhs names of explanatory variables of fitted regression model
resp response variable
preds predictors

Deprecated Function
ols_score_test() has been deprecated. Instead use ols_test_score().

References
Breusch, T. S. and Pagan, A. R. (1979) A simple test for heteroscedasticity and random coefficient
variation. Econometrica 47, 1287–1294.
Cook, R. D. and Weisberg, S. (1983) Diagnostics for heteroscedasticity in regression. Biometrika
70, 1–10.
Koenker, R. 1981. A note on studentizing a test for heteroskedasticity. Journal of Econometrics 17:
107–112.
rivers 71

See Also
Other heteroskedasticity tests: ols_test_bartlett, ols_test_breusch_pagan, ols_test_f

Examples
# model
model <- lm(mpg ~ disp + hp + wt, data = mtcars)

# using fitted values of the model

ols_test_score(model)

# using predictors from the model

ols_test_score(model, rhs = TRUE)

# specify predictors from the model

ols_test_score(model, vars = c('disp', 'wt'))

rivers Test Data Set

Description
Test Data Set

Usage
rivers

Format
An object of class data.frame with 20 rows and 6 columns.

rvsr_plot_shiny Residual vs regressors plot for shiny app

Description
Graph to determine whether we should add a new predictor to the model already containing other
predictors. The residuals from the model is regressed on the new predictor and if the plot shows
non random pattern, you should consider adding the new predictor to the model.

Usage
rvsr_plot_shiny(model, data, variable, print_plot = TRUE)
72 surgical

Arguments

model An object of class lm.

data A data.frame or tibble.
variable Character; new predictor to be added to the model.
print_plot logical; if TRUE, prints the plot else returns a plot object.

Examples
model <- lm(mpg ~ disp + hp + wt, data = mtcars)
rvsr_plot_shiny(model, mtcars, 'drat')

stepdata Test Data Set

Description

Test Data Set

Usage

stepdata

Format

An object of class data.frame with 20000 rows and 7 columns.

surgical Surgical Unit Data Set

Description

A dataset containing data about survival of patients undergoing liver operation.

Usage

surgical
surgical 73

Format
A data frame with 54 rows and 9 variables:
bcs blood clotting score
pindex prognostic index
enzyme_test enzyme function test score
liver_test liver function test score
age age, in years
gender indicator variable for gender (0 = male, 1 = female)
alc_mod indicator variable for history of alcohol use (0 = None, 1 = Moderate)
alc_heavy indicator variable for history of alcohol use (0 = None, 1 = Heavy)
y Survival Time

Source
Kutner, MH, Nachtscheim CJ, Neter J and Li W., 2004, Applied Linear Statistical Models (5th
edition). Chicago, IL., McGraw Hill/Irwin.
Index

∗ datasets ols_step_both_aic, 56
auto, 3 ols_step_forward_aic, 60
cement, 4 ols_step_forward_p, 61
fitness, 4 ∗ variable selection_procedures
hsb, 4 ols_step_both_p, 58
rivers, 71
stepdata, 72 auto, 3
surgical, 72 cement, 4
∗ heteroskedasticity tests
ols_test_bartlett, 63 fitness, 4
ols_test_breusch_pagan, 64
ols_test_f, 67 hsb, 4
ols_test_score, 70
∗ influence measures ols_aic, 5, 7, 11, 12, 14, 15, 48, 49
ols_all_subset (ols_step_all_possible),
ols_hadi, 11
49
ols_leverage, 13
ols_all_subset_betas
ols_pred_rsq, 35
(ols_step_all_possible_betas),
ols_press, 43
51
∗ model selection criteria
ols_apc, 6, 6, 11, 12, 14, 15, 48, 49
ols_aic, 5
ols_avplots (ols_plot_added_variable),
ols_apc, 6
16
ols_fpe, 10 ols_bartlett_test (ols_test_bartlett),
ols_hsp, 12 63
ols_mallows_cp, 14 ols_best_subset (ols_step_best_subset),
ols_msep, 15 55
ols_sbc, 47 ols_bp_test (ols_test_breusch_pagan), 64
ols_sbic, 48 ols_coll_diag, 7
∗ residual diagnostics ols_cooksd_barplot
ols_plot_resid_box, 25 (ols_plot_cooksd_bar), 18
ols_plot_resid_fit, 26 ols_cooksd_chart
ols_plot_resid_hist, 28 (ols_plot_cooksd_chart), 19
ols_plot_resid_qq, 30 ols_corr_test (ols_test_correlation), 66
ols_test_correlation, 66 ols_correlations, 9
ols_test_normality, 68 ols_dfbetas_panel (ols_plot_dfbetas), 20
∗ variable selection procedures ols_dffits_plot (ols_plot_dffits), 21
ols_step_all_possible, 49 ols_diagnostic_panel
ols_step_backward_aic, 52 (ols_plot_diagnostics), 22
ols_step_backward_p, 53 ols_dsrvsp_plot
ols_step_best_subset, 55 (ols_plot_resid_stud_fit), 33

74
INDEX 75

ols_eigen_cindex (ols_coll_diag), 7 ols_prep_outlier_obs, 38

ols_f_test (ols_test_f), 67 ols_prep_regress_x, 39
ols_fm_plot ols_prep_regress_y, 39
(ols_plot_resid_fit_spread), 27 ols_prep_rfsplot_fmdata, 40
ols_fpe, 6, 7, 10, 12, 14, 15, 48, 49 ols_prep_rfsplot_rsdata
ols_hadi, 11, 13, 35, 43 (ols_prep_rfsplot_fmdata), 40
ols_hadi_plot (ols_plot_hadi), 23 ols_prep_rstudlev_data, 41
ols_hsp, 6, 7, 11, 12, 14, 15, 48, 49 ols_prep_rvsrplot_data, 41
ols_launch_app, 13 ols_prep_srchart_data, 42
ols_leverage, 11, 13, 35, 43 ols_prep_srplot_data, 42
ols_mallows_cp, 6, 7, 11, 12, 14, 15, 48, 49 ols_press, 11, 13, 35, 43
ols_msep, 6, 7, 11, 12, 14, 15, 48, 49 ols_pure_error_anova, 44
ols_norm_test (ols_test_normality), 68 ols_reg_line (ols_plot_reg_line), 24
ols_ovsp_plot (ols_plot_obs_fit), 24 ols_regress, 45
ols_plot_added_variable, 16 ols_resp_viz (ols_plot_response), 34
ols_plot_comp_plus_resid, 17 ols_rfs_plot
ols_plot_cooksd_bar, 18 (ols_plot_resid_fit_spread), 27
ols_plot_cooksd_chart, 19 ols_rpc_plot
ols_plot_dfbetas, 20 (ols_plot_comp_plus_resid), 17
ols_plot_dffits, 21 ols_rsd_boxplot (ols_plot_resid_box), 25
ols_plot_diagnostics, 22 ols_rsd_hist (ols_plot_resid_hist), 28
ols_plot_fm ols_rsd_plot
(ols_plot_resid_fit_spread), 27 (ols_plot_resid_fit_spread), 27
ols_plot_hadi, 23 ols_rsd_qqplot (ols_plot_resid_qq), 30
ols_plot_obs_fit, 24 ols_rsdlev_plot (ols_plot_resid_lev), 28
ols_plot_reg_line, 24 ols_rvsp_plot (ols_plot_resid_fit), 26
ols_plot_resid_box, 25, 26, 28, 30, 66, 69 ols_rvsr_plot
ols_plot_resid_fit, 25, 26, 28, 30, 66, 69 (ols_plot_resid_regressor), 31
ols_plot_resid_fit_spread, 27 ols_sbc, 6, 7, 11, 12, 14, 15, 47, 49
ols_plot_resid_hist, 25, 26, 28, 30, 66, 69 ols_sbic, 6, 7, 11, 12, 14, 15, 48, 48
ols_plot_resid_lev, 28 ols_score_test (ols_test_score), 70
ols_plot_resid_pot, 29 ols_srsd_chart (ols_plot_resid_stand),
ols_plot_resid_qq, 25, 26, 28, 30, 66, 69 31
ols_plot_resid_regressor, 31 ols_srsd_plot (ols_plot_resid_stud), 32
ols_plot_resid_spread ols_step_all_possible, 49, 53, 54, 56, 57,
(ols_plot_resid_fit_spread), 27 61, 62
ols_plot_resid_stand, 31 ols_step_all_possible_betas, 51
ols_plot_resid_stud, 32 ols_step_backward
ols_plot_resid_stud_fit, 33 (ols_step_backward_p), 53
ols_plot_response, 34 ols_step_backward_aic, 50, 52, 54, 56, 57,
ols_potrsd_plot (ols_plot_resid_pot), 29 61, 62
ols_pred_rsq, 11, 13, 35, 43 ols_step_backward_p, 50, 53, 53, 56, 57, 61,
ols_prep_avplot_data, 35 62
ols_prep_cdplot_data, 36 ols_step_best_subset, 50, 53, 54, 55, 57,
ols_prep_cdplot_outliers, 36 61, 62
ols_prep_dfbeta_data, 37 ols_step_both_aic, 50, 53, 54, 56, 56, 61, 62
ols_prep_dfbeta_outliers, 37 ols_step_both_p, 58
ols_prep_dsrvf_data, 38 ols_step_forward (ols_step_forward_p),
76 INDEX

61
ols_step_forward_aic, 50, 53, 54, 56, 57,
60, 62
ols_step_forward_p, 50, 53, 54, 56, 57, 61,
61
ols_stepaic_backward
(ols_step_backward_aic), 52
ols_stepaic_both (ols_step_both_aic), 56
ols_stepaic_forward
(ols_step_forward_aic), 60
ols_stepwise (ols_step_both_p), 58
ols_test_bartlett, 63, 65, 68, 71
ols_test_breusch_pagan, 64, 64, 68, 71
ols_test_correlation, 25, 26, 28, 30, 66, 69
ols_test_f, 64, 65, 67, 71
ols_test_normality, 25, 26, 28, 30, 66, 68
ols_test_outlier, 69
ols_test_score, 64, 65, 68, 70
ols_vif_tol (ols_coll_diag), 7
olsrr, 5
olsrr-package (olsrr), 5

plot.ols_step_all_possible
(ols_step_all_possible), 49
plot.ols_step_backward_aic
(ols_step_backward_aic), 52
plot.ols_step_backward_p
(ols_step_backward_p), 53
plot.ols_step_best_subset
(ols_step_best_subset), 55
plot.ols_step_both_aic
(ols_step_both_aic), 56
plot.ols_step_both_p (ols_step_both_p),
58
plot.ols_step_forward_aic
(ols_step_forward_aic), 60
plot.ols_step_forward_p
(ols_step_forward_p), 61

rivers, 71
rvsr_plot_shiny, 71

stepdata, 72
surgical, 72