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Tests whether the linear hypothesis of a model is correct specified using Dominguez-Lobato test. Also Ramsey's RESET (Regression Equation Specification Error Test) test is implemented and Wald tests can be carried out. Although RESET test is widely used to test the linear hypothesis of a model, Dominguez and Lobato (2019) proposed a novel approach that generalizes well known specification tests such as Ramsey's. This test relies on wild-bootstrap; this package implements this approach to be usable with any function that fits linear models and is compatible with the update() function such as 'stats'::lm(), 'lfe'::felm() and 'forecast'::Arima(), for ARMA (autoregressive–moving-average) models. Also the package can handle custom statistics such as Cramer von Mises and Kolmogorov Smirnov, described by the authors, and custom distributions such as Mammen (discrete and continuous) and Rademacher. Manuel A. Dominguez & Ignacio N. Lobato (2019) <doi:10.1080/07474938.2019.1687116>.
Version: | 1.0.0 |
Depends: | R (> 3.2) |
Imports: | Matrix, sandwich, dplyr, ggplot2, viridis, tidyr, readr, parallel, forecast |
Suggests: | testthat |
Published: | 2020-06-12 |
DOI: | 10.32614/CRAN.package.lineartestr |
Author: | Federico Garza [aut, cre] |
Maintainer: | Federico Garza <fede.garza.ramirez at gmail.com> |
BugReports: | https://github.com/FedericoGarza/lineartestr/issues |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
URL: | https://github.com/FedericoGarza/lineartestr |
NeedsCompilation: | no |
Citation: | lineartestr citation info |
Materials: | README |
CRAN checks: | lineartestr results |
Reference manual: | lineartestr.pdf |
Package source: | lineartestr_1.0.0.tar.gz |
Windows binaries: | r-devel: lineartestr_1.0.0.zip, r-release: lineartestr_1.0.0.zip, r-oldrel: lineartestr_1.0.0.zip |
macOS binaries: | r-release (arm64): lineartestr_1.0.0.tgz, r-oldrel (arm64): lineartestr_1.0.0.tgz, r-release (x86_64): lineartestr_1.0.0.tgz, r-oldrel (x86_64): lineartestr_1.0.0.tgz |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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