lineartestr: Linear Specification Testing

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>.

Version: 1.0.0
Depends: R (> 3.2)
Imports: Matrix, sandwich, dplyr, ggplot2, viridis, tidyr, readr, parallel, forecast
Suggests: testthat
Published: 2020-06-12
DOI: 10.32614/CRAN.package.lineartestr
Author: Federico Garza ORCID iD [aut, cre]
Maintainer: Federico Garza <fede.garza.ramirez at gmail.com>
BugReports: https://github.com/FedericoGarza/lineartestr/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://github.com/FedericoGarza/lineartestr
NeedsCompilation: no
Citation: lineartestr citation info
Materials: README
CRAN checks: lineartestr results

Documentation:

Reference manual: lineartestr.pdf

Downloads:

Package source: lineartestr_1.0.0.tar.gz
Windows binaries: r-devel: lineartestr_1.0.0.zip, r-release: lineartestr_1.0.0.zip, r-oldrel: lineartestr_1.0.0.zip
macOS binaries: r-release (arm64): lineartestr_1.0.0.tgz, r-oldrel (arm64): lineartestr_1.0.0.tgz, r-release (x86_64): lineartestr_1.0.0.tgz, r-oldrel (x86_64): lineartestr_1.0.0.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=lineartestr to link to this page.