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gofreg  

Bootstrap-Based Goodness-of-Fit Tests for Parametric Regression
View on CRAN: Click here


Download and install gofreg package within the R console
Install from CRAN:
install.packages("gofreg")

Install from Github:
library("remotes")
install_github("cran/gofreg")

Install by package version:
library("remotes")
install_version("gofreg", "1.0.0")



Attach the package and use:
library("gofreg")
Maintained by
Gitte Kremling
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-10-04
Latest Update: 2024-10-04
Description:
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.
How to cite:
Gitte Kremling (2024). gofreg: Bootstrap-Based Goodness-of-Fit Tests for Parametric Regression. R package version 1.0.0, https://cran.r-project.org/web/packages/gofreg. Accessed 21 Nov. 2024.
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