Linear Specification Testing
Overview
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.
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- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK12 OK2026-04-25
- NOTE11 OK, 3 NOTE2026-03-10
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- Help pages
- 11
- Examples that run
- 100%11 run in a plain check
- Exported functions with examples
- 100%
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- Return-value docs
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- Help pages citing references
- 9%
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Moved from federicogarza/lineartestr.
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- 100%
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- 2
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People & History
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- 1.0.0Latest2020-06-12 · current release
- RR 4.0.0 released · 2020-04-24
Package metadata
- First published
- 2020-06-12
- Total releases
- 1 / 6 yrs
- License
- GPL (>= 2) OSI
- Download size
- 63 KB
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