AStest | R Documentation |
This function computes the AS test using DGM implementation in the package RationalExp
AStest(lamb, YY, XX, tuningParam = NULL)
lamb |
the point under the form lambda q to be tested. |
YY |
the observations of the outcome variable. |
XX |
the observations of the regressor X'q variable. |
tuningParam |
the list of tuning parameters. For the details see the function "test" in the package RationalExp. |
the result of the test at level 5
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