yatchew_test

Test of Linearity of a Conditional Expectation Function (Yatchew, 1997; de Chaisemartin and D'Haultfoeuille, 2024)

Test of linearity originally proposed by Yatchew (1997) <doi:10.1016/S0165-1765(97)00218-8> and improved by de Chaisemartin & D'Haultfoeuille (2024) <doi:10.2139/ssrn.4284811> to be robust under heteroskedasticity.

Diego Ciccia

YatchewTest

Yatchew (1997), De Chaisemartin & D'Haultfoeuille (2024)
Linearity Test

Felix Knau

Doulo Sow

Clément de Chaisemartin

Xavier D'Haultfoeuille

yatchew_test function

<dl><dt>data</dt>
<dd>A data object.</dd>
<dt>...</dt>
<dd>Undocumented.</dd></dl>

Arguments

Main function — yatchew_test

<dl>

<dt>data</dt>
<dd>A data object.</dd>


<dt>...</dt>
<dd>Undocumented.</dd>

</dl>

yatchew_test: Main function

Description

Usage

Value

Arguments