Conditional moments test, as proposed by Newey (1985) <doi:10.2307/1911011 > and Tauchen (1985) <doi:10.1016/0304-4076(85)90149-6>, useful to detect specification violations for models estimated by maximum likelihood. Methods for probit and tobit models are provided.
Version: | 0.1-2 |
Depends: | R (≥ 4.0.0) |
Imports: | Rdpack |
Suggests: | censReg, AER, knitr, rmarkdown, maxLik, bookdown, tobit1 |
Published: | 2022-01-28 |
DOI: | 10.32614/CRAN.package.cmtest |
Author: | Yves Croissant [aut, cre] |
Maintainer: | Yves Croissant <yves.croissant at univ-reunion.fr> |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
URL: | https://www.r-project.org |
NeedsCompilation: | no |
Materials: | NEWS |
CRAN checks: | cmtest results |
Reference manual: | cmtest.pdf |
Vignettes: |
cmtest: an R package for conditional moments tests |
Package source: | cmtest_0.1-2.tar.gz |
Windows binaries: | r-devel: cmtest_0.1-2.zip, r-release: cmtest_0.1-2.zip, r-oldrel: cmtest_0.1-2.zip |
macOS binaries: | r-release (arm64): cmtest_0.1-2.tgz, r-oldrel (arm64): cmtest_0.1-2.tgz, r-release (x86_64): cmtest_0.1-2.tgz, r-oldrel (x86_64): cmtest_0.1-2.tgz |
Old sources: | cmtest archive |
Please use the canonical form https://CRAN.R-project.org/package=cmtest to link to this page.