infotest

cranv0.1.0

Information Matrix Test for Regression Models. Implements the Information Matrix test for regression models following Cameron, A. C., & Trivedi, P. K. (1990) <https://cameron.econ.ucdavis.edu/research/imtest_impliedalternatives_ucdwp372.pdf> Decomposes the test into components for heteroscedasticity, skewness, and kurtosis to diagnose specific f

License GPL (>= 3)0 versions1 maintainers1 deps54 weekly dl
guliyevh/infotest
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First published · 2025-10-30 14:54:30

Last updated · 2025-10-30T13:30:02+00:00