Outlier Test

Bonferroni Outlier Test

For a linear model, p-values reported use the t distribution with degrees of freedom one less than the residual df for the model. For a generalized linear model, p-values are based on the standard-normal distribution. The Bonferroni adjustment multiplies the usual two-sided p-value by the number of observations.

This function reports the Bonferroni p-values for testing each observation in turn to be a mean-shift outlier, based Studentized residuals in linear (t-tests), generalized linear models (normal tests), and linear mixed models.

Arguments

model

an lm, glm, or lmerMod model object; the "lmerMod" method calls the "lm" method and can take the same arguments.

cutoff

observations with Bonferroni p-values exceeding cutoff are not reported, unless no observations are nominated, in which case the one with the largest Studentized residual is reported.

n.max

maximum number of observations to report (default, 10).

order

report Studenized residuals in descending order of magnitude? (default, TRUE).

labels

an optional vector of observation names.

...

arguments passed down to methods functions.

x

outlierTest object.

digits

number of digits for reported p-values.