lineartestr

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.

Last 30 days

This package has been downloaded 155 times in the last 30 days. Enough downloads to make a small wave in the niche community. The curiosity is spreading! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 7 times.

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Last 365 days

This package has been downloaded 1,853 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.

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