Package: cmtest 0.1-2

cmtest: Conditional Moments Test

Conditional moments test, as proposed by Newey (1985) <doi:10.2307/1911011 > and Tauchen (1985) <doi:10.1016/0304-4076(85)90149-6>, useful to detect specification violations for models estimated by maximum likelihood. Methods for probit and tobit models are provided.

Authors:Yves Croissant [aut, cre]

cmtest_0.1-2.tar.gz
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manual.pdf |manual.html
card.svg |card.png
cmtest/json (API)
NEWS

# Install 'cmtest' in R:
install.packages('cmtest', repos = c('https://ycroissant.r-universe.dev', 'https://cloud.r-project.org'))

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

2.00 score 263 downloads 1 exports 2 dependencies

Last updated from:ea5569b239. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK133
source / vignettesOK203
linux-release-x86_64OK127
macos-release-arm64OK73
macos-oldrel-arm64OK91
windows-develOK98
windows-releaseOK94
windows-oldrelOK73
wasm-releaseOK130

Exports:cmtest

Dependencies:rbibutilsRdpack

cmtest, an R package for conditional moments tests

Rendered fromcmtest.Rmdusingknitr::rmarkdownon May 23 2026.

Last update: 2022-01-28
Started: 2021-12-14

Readme and manuals

Help Manual

Help pageTopics
Conditional moments testcmtest cmtest.censReg cmtest.glm cmtest.tobit cmtest.tobit1