hrt
Heteroskedasticity Robust Testing
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" <doi:10.48550/arXiv.2104.12597>, which will appear as <doi:10.1017/S0266466623000269>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.2 |
rolling source/ R- | hrt_1.0.2.tar.gz |
27.3 KiB |
1.0.2 |
rolling linux/jammy R-4.5 | hrt_1.0.2.tar.gz |
161.1 KiB |
1.0.2 |
rolling linux/noble R-4.5 | hrt_1.0.2.tar.gz |
163.8 KiB |
1.0.2 |
latest source/ R- | hrt_1.0.2.tar.gz |
27.3 KiB |
1.0.2 |
latest linux/jammy R-4.5 | hrt_1.0.2.tar.gz |
161.1 KiB |
1.0.2 |
latest linux/noble R-4.5 | hrt_1.0.2.tar.gz |
163.8 KiB |
1.0.2 |
2026-04-26 source/ R- | hrt_1.0.2.tar.gz |
27.3 KiB |
1.0.2 |
2026-04-23 source/ R- | hrt_1.0.2.tar.gz |
27.3 KiB |
1.0.2 |
2026-04-09 windows/windows R-4.5 | hrt_1.0.2.zip |
571.1 KiB |
1.0.2 |
2025-04-20 source/ R- | hrt_1.0.2.tar.gz |
27.3 KiB |