lineartestr (version 1.0.0)

reset_test: Reset test. Tests the specification of a linear model adding and testing powers of fitted values.

Description

Reset test. Tests the specification of a linear model adding and testing powers of fitted values.

Usage

reset_test(
  model,
  robust = FALSE,
  vcov = NULL,
  max_power = 3,
  quantiles = c(0.9, 0.95, 0.99)
)

Arguments

model

An existing fit from a model function such as `lm`, `lfe` and others compatible with `update`.

robust

Use robust `varcov` matrix.

vcov

Particular variance and covariances matrix.

max_power

Max power of fitted values to add.

quantiles

Vector of quantiles to calculate pvalues.

Value

A `tibble` with the Wald value, the corresponding pvalue, and the quantiles of the distribution.

Examples

# NOT RUN {
x <- 1:10  + rnorm(10)
y <- 1:10
model <- lm(y~x)
r_test <- reset_test(model)
r_test <- reset_test(model, robust = TRUE)
r_test <- reset_test(model, quantiles = c(.97))
r_test <- reset_test(model, max_power = 4)
r_test <- reset_test(model, robust = TRUE, max_power = 4)
# }