Description
Conditional moments test, as proposed by Newey (1985) <doi:10.2307/1911011 > and Tauchen (1985) <doi:10.1016/0304-4076(85)90149-6>, useful to detect specification violations for models estimated by maximum likelihood. Methods for probit and tobit models are provided.
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Show all 13 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check History
OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Jun 9, 2026
ERROR 12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Jun 8, 2026
ERROR
r-devel-linux-x86_64-debian-gcc
examples
Running examples in ‘cmtest-Ex.R’ failed
The error most likely occurred in:
> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: cmtest
> ### Title: Conditional moments test
> ### Aliases: cmtest cmtest.tobit cmtest.tobit1 cmtest.censReg cmtest.glm
> ### Keywords: htest
>
> ### ** Examples
>
> # replication of Wells (2003) and Pagan and Vella (1989) using Fair's data
> library("AER")
Error in library("AER") : there is no package called ‘AER’
Execution halted
OK 12 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 25, 2026
NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE
r-oldrel-macos-arm64
package dependencies
Package suggested but not available for checking: ‘tobit1’
NOTE
r-oldrel-macos-x86_64
package dependencies
Package suggested but not available for checking: ‘tobit1’
NOTE
r-oldrel-windows-x86_64
package dependencies
Package suggested but not available for checking: 'tobit1'