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Conditional Moments Test

v0.1-2 · Jan 28, 2022 · GPL (>= 2)

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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r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 NOTE
r-oldrel-macos-x86_64 NOTE
r-oldrel-windows-x86_64 NOTE
r-patched-linux-x86_64 OK
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r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK
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Check History

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’
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package dependencies

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package dependencies

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Dependency Network

Dependencies Reverse dependencies Rdpack cmtest

Version History

new 0.1-2 Mar 10, 2026
updated 0.1-2 ← 0.1-1 diff Jan 28, 2022
new 0.1-1 Dec 13, 2021