lineartestr

Linear Specification Testing

CRAN Package

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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Insights

Last 30 days

This package has been downloaded 138 times in the last 30 days. More than a random curiosity, but not quite a blockbuster. Still, it's gaining traction! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 7 times.

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0 downloadsMar 2, 2025
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14 downloadsMar 4, 2025
3 downloadsMar 5, 2025
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4 downloadsMar 10, 2025
7 downloadsMar 11, 2025
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The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 1,820 times in the last 365 days. That's enough downloads to impress a room full of undergrads. A commendable achievement indeed. The day with the most downloads was Sep 11, 2024 with 21 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Data provided by CRAN


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  • Imports8 packages
  • Suggests1 package