PanJen: A Semi-Parametric Test for Specifying Functional Form

A central decision in a parametric regression is how to specify the relation between an dependent variable and each explanatory variable. This package provides a semi-parametric tool for comparing different transformations of an explanatory variables in a parametric regression. The functions is relevant in a situation, where you would use a box-cox or Box-Tidwell transformations. In contrast to the classic power-transformations, the methods in this package allows for theoretical driven user input and the possibility to compare with a non-parametric transformation.

Getting started

Package details

AuthorToke Emil Panduro <[email protected]>, Cathrine Ulla Jensen <[email protected]>
MaintainerCathrine Ulla Jensen <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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PanJen documentation built on Nov. 17, 2017, 4:47 a.m.