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cmtest

Conditional Moments Test

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.

Versions across snapshots

VersionRepositoryFileSize
0.1-2 rolling linux/jammy R-4.5 cmtest_0.1-2.tar.gz 318.6 KiB
0.1-2 rolling linux/noble R-4.5 cmtest_0.1-2.tar.gz 318.5 KiB
0.1-2 rolling source/ R- cmtest_0.1-2.tar.gz 296.6 KiB
0.1-2 latest linux/jammy R-4.5 cmtest_0.1-2.tar.gz 318.6 KiB
0.1-2 latest linux/noble R-4.5 cmtest_0.1-2.tar.gz 318.5 KiB
0.1-2 latest source/ R- cmtest_0.1-2.tar.gz 296.6 KiB
0.1-2 2026-04-26 source/ R- cmtest_0.1-2.tar.gz 296.6 KiB
0.1-2 2026-04-23 source/ R- cmtest_0.1-2.tar.gz 296.6 KiB
0.1-2 2026-04-09 windows/windows R-4.5 cmtest_0.1-2.zip 320.1 KiB
0.1-2 2025-04-20 source/ R- cmtest_0.1-2.tar.gz 296.6 KiB

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