distfreereg
From MaRDI portal
Distfreereg
Description
Implements the distribution-free goodness-of-fit regression testing procedure, introduced by Estate Khmaladze (2021, <doi:10.1007/s10463-021-00786-3>) to test whether or not the mean structure of a parametric model belongs to a specified model family. The test is implemented for general mean functions with minimal distributional assumptions as well as common models (e.g., lm, glm) with the usual model assumptions.
This page was built for software: distfreereg
