RPtests

Goodness of Fit Tests for High-Dimensional Linear Regression Models

CRAN Package

Performs goodness of fits tests for both high and low-dimensional linear models. It can test for a variety of model misspecifications including nonlinearity and heteroscedasticity. In addition one can test the significance of potentially large groups of variables, and also produce p-values for the significance of individual variables in high-dimensional linear regression.

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  • Imports5 packages
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