gofreg

Provides statistical methods to check if a parametric family of conditional density functions fits to some given dataset of covariates and response variables. Different test statistics can be used to determine the goodness-of-fit of the assumed model, see Andrews (1997) doi:10.2307/2171880, Bierens & Wang (2012) doi:10.1017/S0266466611000168, Dikta & Scheer (2021) doi:10.1007/978-3-030-73480-0 and Kremling & Dikta (2024) doi:10.48550/arXiv.2409.20262. As proposed in these papers, the corresponding p-values are approximated using a parametric bootstrap method.

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