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dScoreTest
View on CRAN: Click
here
Download and install dScoreTest package within the R console
Install from CRAN:
install.packages("dScoreTest")
Install from Github:
library("remotes")
install_github("cran/dScoreTest") Install by package version:
library("remotes")
install_version("dScoreTest", "1.0.0") Attach the package and use:
library("dScoreTest")
Maintained by
F. Richard Guo
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First Published: 2026-09-02
Latest Update: 2026-09-02
Description:
Debiased (Neyman-orthogonalized) score tests for assessing whether a semiparametric or parametric regression model is well-specified and for comparing nested models. The test employs a hunt-and-test strategy: on a held-out hunt sample, it fits the null model and uses machine learning to find a direction in which the null model's score seems positive; on an independent test sample, it assesses the significance of the score in the hunted direction. The test employs orthogonalization to eliminate the bias from estimating the null model, yielding a test statistic that is asymptotically standard normal under the null without requiring a parametric form for the alternative. Methods are provided for 'glm', 'lm' and 'mgcv::gam' fits as well as for detecting heterogeneous treatment effects. The methodology is described in Dhawan, Guo and Shah (2026) <doi:10.48550/arXiv.2607.28861>.
How to cite:
F. Richard Guo (2026). dScoreTest: Debiased Score Tests for Goodness of Fit and Model Comparison. R package version 1.0.0, https://cran.r-project.org/web/packages/dScoreTest. Accessed 04 Oct. 2026.
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