Tests needed to do before regression
- Detecting Unusual and Influential Data
- predict -- used to create predicted values, residuals, and measures of influence.
- rvpplot --- graphs a residual-versus-predictor plot.
- rvfplot -- graphs residual-versus-fitted plot.
- lvr2plot -- graphs a leverage-versus-squared-residual plot.
- dfbeta -- calculates DFBETAs for all the independent variables in the linear model.
- avplot -- graphs an added-variable plot, a.k.a. partial regression plot.
- Tests for Normality of Residuals
- kdensity -- produces kernel density plot with normal distribution overlayed.
- pnorm -- graphs a standardized normal probability (P-P) plot.
- qnorm --- plots the quantiles of varname against the quantiles of a normal distribution.
- iqr -- resistant normality check and outlier identification.
- swilk -- performs the Shapiro-Wilk W test for normality.
- Tests for Heteroscedasticity
- rvfplot -- graphs residual-versus-fitted plot.
- hettest -- performs Cook and Weisberg test for heteroscedasticity.
- whitetst -- computes the White general test for Heteroscedasticity.
- Tests for Multicollinearity
- vif -- calculates the variance inflation factor for the independent variables in the linear model.
- collin -- calculates the variance inflation factor and other multicollinearity diagnostics
- Tests for Non-Linearity
- acprplot -- graphs an augmented component-plus-residual plot.
- cprplot --- graphs component-plus-residual plot, a.k.a. residual plot.
- Tests for Model Specification
- linktest -- performs a link test for model specification.
- ovtest -- performs regression specification error test (RESET) for omitted variables.
