gofreg (Q7386773)
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Bootstrap-Based Goodness-of-Fit Tests for Parametric Regression
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | gofreg |
Bootstrap-Based Goodness-of-Fit Tests for Parametric Regression |
Statements
Provides statistical methods to check if a parametric family of conditional density functions fits to some given dataset of covariates and response variables. Different test statistics can be used to determine the goodness-of-fit of the assumed model, see Andrews (1997) <doi:10.2307/2171880>, Bierens & Wang (2012) <doi:10.1017/S0266466611000168>, Dikta & Scheer (2021) <doi:10.1007/978-3-030-73480-0> and Kremling & Dikta (2024) <doi:10.48550/arXiv.2409.20262>. As proposed in these papers, the corresponding p-values are approximated using a parametric bootstrap method.
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4 October 2024
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