reg_test: Test for detecting violation of Gauss-Markov assumptions.
In AFR: Toolkit for Regression Analysis of Kazakhstan Banking Sector Data
reg_test R Documentation
Test for detecting violation of Gauss-Markov assumptions.
Description
Test for detecting violation of Gauss-Markov assumptions.
Usage
reg_test(y)
Arguments
y
A numeric vector or an object of class lm.
Value
reg_test returns an object of class "reg_test".
An object of class "reg_test" is a list containing the
following components:
bp
Breusch-Pagan statistic
bg
Breusch-Godfrey statistic
dw
Durbin-Watson statistic
gq
Godfrey-Quandt statistic
Examples
data(macroKZ)
model <- lm(real_gdp~ imp + exp + poil + eurkzt + usdkzt, macroKZ)
reg_test(model)
AFR documentation built on Nov. 2, 2023, 6:09 p.m.
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| reg_test | R Documentation |
Test for detecting violation of Gauss-Markov assumptions.
Description
Test for detecting violation of Gauss-Markov assumptions.
Usage
reg_test(y)
Arguments
y |
A numeric vector or an object of class |
Value
reg_test returns an object of class "reg_test".
An object of class "reg_test" is a list containing the
following components:
bp |
Breusch-Pagan statistic |
bg |
Breusch-Godfrey statistic |
dw |
Durbin-Watson statistic |
gq |
Godfrey-Quandt statistic |
Examples
data(macroKZ)
model <- lm(real_gdp~ imp + exp + poil + eurkzt + usdkzt, macroKZ)
reg_test(model)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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