ftest

ftest.lm

ftest.ivreg

Extract the F statistic that all the parameters except the
intercept are zero. Currently implemented only for models fitted by <code>lm</code> or <code>ivreg::ivreg</code>.

htest

Functions, data sets and examples for the book: Yves Croissant (2024) "Microeconometrics with R", Chapman and Hall/CRC The R Series. The package includes a set of estimators for models used in microeconometrics, especially for count data and limited dependent variables. Test functions include score test, Hausman test, Vuong test, Sargan test and conditional moment test. A small subset of the data set used in the book is also included.

Yves Croissant

micsr

Microeconometrics with R

ftest function

<dl><dt>x</dt>
<dd>a fitted object</dd>
<dt>...</dt>
<dd>further arguments</dd>
<dt>covariate</dt>
<dd>the covariate for which the test should be performed for the <code>ivreg</code> method</dd></dl>

Arguments

F statistic — ftest

<dl>

<dt>x</dt>
<dd>a fitted object</dd>


<dt>...</dt>
<dd>further arguments</dd>


<dt>covariate</dt>
<dd>the covariate for which the test should be performed for the <code>ivreg</code> method</dd>

</dl>

ftest: F statistic

Description

Usage

Value

Arguments