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infotest  

Information Matrix Test for Regression Models
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("infotest", "0.1.0")



Attach the package and use:
library("infotest")
Maintained by
Hasraddin Guliyev
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-10-30
Latest Update: 2025-10-30
Description:
Implements the Information Matrix test for regression models following Cameron, A. C., & Trivedi, P. K. (1990) <https://cameron.econ.ucdavis.edu/research/imtest_impliedalternatives_ucdwp372.pdf> Decomposes the test into components for heteroscedasticity, skewness, and kurtosis to diagnose specific forms of misspecification. Provides both overall and component-wise statistics for model assessment.
How to cite:
Hasraddin Guliyev (2025). infotest: Information Matrix Test for Regression Models. R package version 0.1.0, https://cran.r-project.org/web/packages/infotest. Accessed 17 Jul. 2026.
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