| Name : R-hrt
| |
| Version : 1.0.1
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : 2.25
| Date : 2024-09-10 15:28:38
|
| Group : Development/Libraries/Other
| Source RPM : R-hrt-1.0.1-2.25.src.rpm
|
| Size : 0.23 MB
| |
| Packager : (none)
| |
| Summary : Heteroskedasticity Robust Testing
|
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\" < arXiv:2104.12597>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/x86_64 |
