infotest
Information Matrix Test for Regression Models
Implements the Information Matrix test for regression models following Cameron, A. C., & Trivedi, P. K. (1990) <https://cameron.econ.ucdavis.edu/research/imtest_impliedalternatives_ucdwp372.pdf> Decomposes the test into components for heteroscedasticity, skewness, and kurtosis to diagnose specific forms of misspecification. Provides both overall and component-wise statistics for model assessment.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.0 |
rolling linux/jammy R-4.5 | infotest_0.1.0.tar.gz |
17.9 KiB |
0.1.0 |
rolling linux/noble R-4.5 | infotest_0.1.0.tar.gz |
17.9 KiB |
0.1.0 |
rolling source/ R- | infotest_0.1.0.tar.gz |
4.6 KiB |
0.1.0 |
latest source/ R- | infotest_0.1.0.tar.gz |
4.6 KiB |
0.1.0 |
latest linux/jammy R-4.5 | infotest_0.1.0.tar.gz |
17.9 KiB |
0.1.0 |
latest linux/noble R-4.5 | infotest_0.1.0.tar.gz |
17.9 KiB |
0.1.0 |
2026-04-26 source/ R- | infotest_0.1.0.tar.gz |
4.6 KiB |
0.1.0 |
2026-04-23 source/ R- | infotest_0.1.0.tar.gz |
4.6 KiB |
0.1.0 |
2026-04-09 windows/windows R-4.5 | infotest_0.1.0.zip |
20.8 KiB |