Other packages > Find by keyword >

hrt  

Heteroskedasticity Robust Testing
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("hrt", "1.0.2")



Attach the package and use:
library("hrt")
Maintained by
David Preinerstorfer
[Scholar Profile | Author Map]
First Published: 2021-04-28
Latest Update: 2021-09-08
Description:
Functions for testing affine hypotheses on the regression coefficient vector in regression models with heteroskedastic errors: (i) a function for computing various test statistics (in particular using HC0-HC4 covariance estimators based on unrestricted or restricted residuals); (ii) a function for numerically approximating the size of a test based on such test statistics and a user-supplied critical value; and, most importantly, (iii) a function for determining size-controlling critical values for such test statistics and a user-supplied significance level (also incorporating a check of conditions under which such a size-controlling critical value exists). The three functions are based on results in Poetscher and Preinerstorfer (2021) "Valid Heteroskedasticity Robust Testing" .
How to cite:
David Preinerstorfer (2021). hrt: Heteroskedasticity Robust Testing. R package version 1.0.2, https://cran.r-project.org/web/packages/hrt. Accessed 06 May. 2025.
Previous versions and publish date:
1.0.0 (2021-04-28 16:40), 1.0.1 (2021-09-08 13:50)
Other packages that cited hrt R package
View hrt citation profile
Other R packages that hrt depends, imports, suggests or enhances
Complete documentation for hrt
Functions, R codes and Examples using the hrt R package
Some associated functions: critical.value . hrt-package . size . test.stat . 
Some associated R codes: RcppExports.R . auxiliary.functions.R . critical.value.R . expl.start.R . size.R . size.qm.R . test.stat.R . zzz.R .  Full hrt package functions and examples
Downloads during the last 30 days
04/0604/0704/0804/0904/1104/1204/1304/1404/1504/1604/1704/1804/1904/2004/2104/2204/2304/2404/2504/2604/2704/2804/2904/3005/0105/0205/0305/04Downloads for hrt05101520253035404550TrendBars

Today's Hot Picks in Authors and Packages

tbrf  
Time-Based Rolling Functions
Provides rolling statistical functions based on date and time windows instead of n-lagged observatio ...
Download / Learn more Package Citations See dependency  
netUtils  
A Collection of Tools for Network Analysis
Provides a collection of network analytic (convenience) functions which are missing in other standar ...
Download / Learn more Package Citations See dependency  
HuraultMisc  
Guillem Hurault Functions' Library
Contains various functions for data analysis, notably helpers and diagnostics for Bayesian modelling ...
Download / Learn more Package Citations See dependency  
simfam  
Simulate and Model Family Pedigrees with Structured Founders
The focus is on simulating and modeling families with founders drawn from a structured population (f ...
Download / Learn more Package Citations See dependency  
tashu  
Analysis and Prediction of Bicycle Rental Amount
Provides functions for analyzing citizens' bicycle usage pattern and predicting rental amount on spe ...
Download / Learn more Package Citations See dependency  
rotations  
Working with Rotation Data
Tools for working with rotational data, including simulation from the most commonly used distributi ...
Download / Learn more Package Citations See dependency  

24,205

R Packages

207,311

Dependencies

65,312

Author Associations

24,206

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA