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hrt
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
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[Scholar Profile | Author Map]
All associated links for this package
First Published: 2021-04-28
Latest Update: 2025-04-17
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 Mar. 2026.
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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
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