[R] permutation test for linear models with continuous covariates

Tim Hesterberg timh at insightful.com
Mon Dec 12 20:52:24 CET 2005

What do you want to test?

To test H0:  Y is independent of all X's, 
you can permute Y.

To test H0:  a particular X does not contribute to predicting Y, conditional
	on the other X's
you have to be careful.  If you permute that X, the size is wrong; the
type I error can be nearly 50%, because you've lost the correlation
between that X and others.  I don't know of a suitable permutation test
in general for testing individual X's.

S+Resample has a permutationTest() function that lets you specify
which columns to permute.  The Canty/Davison/Hinkley "boot" library
(in R or S-PLUS) offers "permutation" as one of the options for sampling
in the boot() function; to use this you would specify the Y variable
as the data set and pass the X's separately to the statistic.

Tim Hesterberg

>Hi I was wondering if there is a permutation test available in R for linear 
>models with continuous dependent covariates. I want to do a test like the 
>one shown here.
>But I want to use permutation testing to avoid an inflated p-value due to a 
>y that is not totally normal distributed and I do not want to log transform 

| Tim Hesterberg       Research Scientist              |
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