Displaying 5 results from an estimated 5 matches for "khmaladze".
2006 Jul 08
1
KhmaladzeTest
Hello. I am a beginer in R and I can not implement the KhmaladzeTest in the following command. Please help me!!!!!!!!!!!
PD: I attach thw results and the messages of the R program
R : Copyright 2006, The R Foundation for Statistical Computing
Version 2.3.1 (2006-06-01)
ISBN 3-900051-07-0
R es un software libre y viene sin GARANTIA ALGUNA.
Usted puede re...
2004 Jun 29
1
Goodness of fit test for estimated distribution
Hi,
is there any method for goodness of fit testing of an (as general as
possible) univariate distribution with parameters estimated, for normal,
exponential, gamma distributions, say (e.g. the corrected p-values for
the Kolmogorov-Smirnov or Chi-squared with corresponding ML estimation
method)?
It seems that neither ks.test nor chisq.test handle estimated parameters.
I am aware of function
2011 Nov 05
2
linear against nonlinear alternatives - quantile regression
...ether any specification test for linear against nonlinear model hypothesis has been implemented in R using the quantreg package.
I could read papers concerning this issue, but they haven't been implemented at R. As far as I know, we only have two specification tests in this line: anova.rq and Khmaladze.test. The first one test equality and significance of the slopes across quantiles and the latter one test if the linear specification is model of location or location and scale shift.
Do you have any suggestion?
Thanks a lot!
Best regards,
Julia
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2008 Oct 15
1
Error in Switch in KhmaladzeTest
Hey,
My dataset has 1 dependent variable(Logloss) and 7 independent dummy
variables(AS,AM,CB,CF,RB,RBR,TS) , it's attached in this email. The problem
is I cant finish Khmaladze test because there's an error "Error in
switch(mode(x), "NULL" = structure(NULL, class = "formula"), : invalid
formula" which I really dont know how to fix. My R version is 2.7.2. The
packages loaded are "Quantreq" and "Sparse M", the process...
2004 Sep 15
1
adding observations to lm for fast recursive residuals?
dear R community: i have been looking but failed to find the
following: is there a function in R that updates a plain OLS lm()
model with one additional observation, so that I can write a function
that computes recursive residuals *quickly*?
PS: (I looked at package strucchange, but if I am not mistaken, the
recresid function there takes longer than iterating over the models
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