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lineartestr  

Linear Specification Testing
View on CRAN: Click here


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

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

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



Attach the package and use:
library("lineartestr")
Maintained by
Federico Garza
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-06-12
Latest Update: 2020-06-12
Description:
Tests whether the linear hypothesis of a model is correct specified using Dominguez-Lobato test. Also Ramsey's RESET (Regression Equation Specification Error Test) test is implemented and Wald tests can be carried out. Although RESET test is widely used to test the linear hypothesis of a model, Dominguez and Lobato (2019) proposed a novel approach that generalizes well known specification tests such as Ramsey's. This test relies on wild-bootstrap; this package implements this approach to be usable with any function that fits linear models and is compatible with the update() function such as 'stats'::lm(), 'lfe'::felm() and 'forecast'::Arima(), for ARMA (autoregressive
How to cite:
Federico Garza (2020). lineartestr: Linear Specification Testing. R package version 1.0.0, https://cran.r-project.org/web/packages/lineartestr. Accessed 28 Jan. 2025.
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Complete documentation for lineartestr
Functions, R codes and Examples using the lineartestr R package
Some associated functions: dominguez_lobato_test . plot_dl_test . plot_reset_test . presiduals . reset_test . rmammen_cont . rmammen_point . rrademacher . statistic_value . updated_model . wald_test . 
Some associated R codes: custom_distributions.R . plot_functions.R . residuals_statistics.R . test_functions.R . utils.R .  Full lineartestr package functions and examples
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