At one time the "answer" would have been to buy a copy of Venables and Ripley's "Modern Applied Statistics with S" (and R), and that would still be a sensible strategy. There are now quite a few other R- centric texts that have been published in the last few years. Search Amazon if needed. You seem to be asking for a tutorial on general linear modeling (which if you read the Posting Guide you will find is not a service offered by the r-help list.) Perhaps you should have edited the link you provided in the obvious fashion:

http://www.ats.ucla.edu/stat/R/

Perhaps one of these pages:
http://www.ats.ucla.edu/stat/R/dae/default.htm

The UCLA Statistics website used to be dismissive of R, but they more recently appear to have seen the light. There is also a great amount of contributed teaching material on CRAN:

http://cran.r-project.org/other-docs.html

... and more would be readily available via Googling with "r-project" as part of a search strategy. Frank Harrell's material is in particular quite useful:

http://biostat.mc.vanderbilt.edu/wiki/Main/StatComp

--
David.

On Feb 18, 2010, at 8:32 AM, Jay wrote:

So what I'm looking for is readily available tools/packages that could
produce some of the following:

3.6 Summary of Useful Commands (STATA: Source:
http://www.ats.ucla.edu/stat/Stata/webbooks/logistic/chapter3/statalog3.htm)

   * linktest--performs a link test for model specification, in our
case to check if logit is the right link function to use. This command
is issued after the logit or logistic command.
<snipped>
and performs nonlinearity test.

But, since I'm new to GLM, I owuld greatly appreciate how you/others
go about and test the validity of a GLM model.


On Feb 18, 1:18 am, Jay <josip.2...@gmail.com> wrote:
Hello,

Are there any packages/functions available for testing the assumptions
underlying assumptions for a good GLM model? Like linktest in STATA
and smilar. If not, could somebody please describe their work process
when they check the validity of a logit/probit model?

Regards,
Jay



David Winsemius, MD
Heritage Laboratories
West Hartford, CT

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