The np Package - NexTag Supports Open Source Initiatives

npcmstest 11npcmstestKernel Consistent Model Specification Test with Mixed DataDescriptionnpcmstest implements a consistent test for correct specification of parametric regression models(linear or nonlinear) as described in Hsiao, Li, and Racine (forthcoming).Usagenpcmstest(formula,data = NULL,subset,xdat,ydat,model = stop(paste(sQuote("model")," has not been provided")),distribution = c("bootstrap", "asymptotic"),boot.method=c("iid","wild","wild-rademacher"),boot.num = 399,pivot = TRUE,density.weighted = TRUE,random.seed = 42,...)Argumentsformuladatasubsetmodelxdatydata symbolic description of variables on which the test is to be performed. Thedetails of constructing a formula are described below.an optional data frame, list or environment (or object coercible to a data frameby as.data.frame) containing the variables in the model. If not found indata, the variables are taken from environment(formula), typically theenvironment from which the function is called.an optional vector specifying a subset of observations to be used.a model object obtained from a call to lm (or glm). Important: the call to eitherglm or lm must have the arguments x=TRUE and y=TRUE or npcmstestwill not work.a p-variate data frame of explanatory data (training data) used to calculate theregression estimators.a one (1) dimensional numeric or integer vector of dependent data, each elementi corresponding to each observation (row) i of xdat.distribution a character string used to specify the method of estimating the distribution of thestatistic to be calculated. bootstrap will conduct bootstrapping. asymptoticwill use the normal distribution. Defaults to bootstrap.