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phoring 0.1.0

• Initial release of phoring: A unified toolkit for econometric estimation, automated specification testing, and publication-ready diagnostics.
• Core OLS & Diagnostics: Automated heteroskedasticity (Breusch-Pagan, White), autocorrelation (Durbin-Watson, Breusch-Godfrey), multicollinearity (VIF), functional form (Ramsey RESET), and normality (Jarque-Bera) tests.
• Standard Errors: Robust (HC0, HC1, HC2, HC3), cluster-robust (\(G-1\) degrees of freedom), and Newey-West HAC standard errors, with full support for Weighted Least Squares (WLS).
• Rank Deficiency & Collinearity Protection: Informative diagnostic guidance identifying exact linear dependencies and collinear predictors in dummy variable traps.
• Instrumental Variables (2SLS): Automated weak instruments first-stage F test, Wu-Hausman endogeneity test, and Sargan overidentification test with cluster-robust SEs and multi-endogenous regressor support.
• Panel Data: Within Fixed Effects, Two-Way Fixed Effects for both balanced and unbalanced panels, Swamy-Arora Random Effects GLS, First Differences, Between Estimator, Hausman specification test, and Wooldridge panel autocorrelation test.
• Microeconometrics: Logit and Probit models with Average Marginal Effects (AME) and delta-method standard errors; Tobit censored regression with McDonald-Moffitt decomposition; Poisson and true Negative Binomial regression with Cameron-Trivedi overdispersion test and Likelihood Ratio validation.
• Causal Inference: Difference-in-Differences (DiD) with 2x2 means breakdown and covariate adjustments; Sharp Regression Discontinuity Design (RDD) with triangular/uniform kernels and McCrary density continuity check.
• Quantile Regression: Koenker-Bassett quantile estimation across single or multiple quantiles with Huber sandwich covariance.
• Time Series & Dynamics: Augmented Dickey-Fuller (trend, drift, none), Phillips-Perron, and KPSS stationarity tests with continuous MacKinnon response surface p-values; Engle-Granger cointegration test; bidirectional Granger causality; Engle’s ARCH test; ARDL(p, q); Koyck distributed lag with Liviatan IV option; Prais-Winsten AR(1) correction; Error Correction Models (ECM); and Vector Autoregression (VAR).
• Reporting & Export: word_table() multi-model side-by-side comparison tables exported to Word and HTML, interpret() plain-English economic guidance, and a comprehensive academic plot() suite with serif typography, L-frame axes, and model-specific diagnostic graphs across all 28 econometric model and test classes.
• S3 Ecosystem: Universal S3 method coverage (coef, vcov, residuals, fitted, nobs, confint, predict, logLik, AIC, BIC, plot).

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.
Health stats visible at Monitor.