Harvtest V1.4 Page
The test returns an htest object containing the t-statistic , the p-value , and the degrees of freedom .
It performs a t-test on recursive residuals. If the relationship is non-linear, the mean of these residuals will differ significantly from zero. Hypothesis: Null Hypothesis ( H0cap H sub 0 ): The true relationship is linear. Alternative Hypothesis ( H1cap H sub 1 ): The relationship is non-linear (convex or concave). HARVTEST V1.4
The test is used to determine if the relationship between variables in a linear regression model is truly linear or if it is instead convex or concave. The test returns an htest object containing the
It is frequently used alongside other diagnostic tools like the Breusch-Pagan test (for heteroskedasticity) and the Durbin-Watson test (for autocorrelation). Related "Harvest" Software Hypothesis: Null Hypothesis ( H0cap H sub 0
When utilizing this test within a regression diagnostic workflow, the following parameters and outputs are typical: formula : A symbolic description of the model to be tested.