Linear Specification Testing
Random deviates of Rademacher distribution.
Calculates the Cramer von Mises value or Kolmogorov value given a line...
Constructs a new model with noised residuals: y_new = y_fitted + resid...
Wald test. Tests restrictions*coefficients = value.
Tests the specification of a linear model using wild-bootstrap.
Plots the Dominguez-Lobato test.
Plot the reset test.
Calculates the accumulated distribution of residuals at each residual ...
Reset test. Tests the specification of a linear model adding and testi...
Random deviates of Mammen continuous distribution.
Random deviates of Mammen distribution.
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–moving-average) models. Also the package can handle custom statistics such as Cramer von Mises and Kolmogorov Smirnov, described by the authors, and custom distributions such as Mammen (discrete and continuous) and Rademacher. Manuel A. Dominguez & Ignacio N. Lobato (2019) <doi:10.1080/07474938.2019.1687116>.
Useful links