Description
Symmetric Linear Regression Models for Small Samples.
Description
Ordinary and modified statistics for symmetrical linear regression models with small samples. The supported ordinary statistics include Wald, score, likelihood ratio and gradient. The modified statistics include score, likelihood ratio and gradient. Diagnostic tools associated with the fitted model are implemented. For more details see Medeiros and Ferrari (2017) <DOI:10.1111/stan.12107>.
README.md
SLRMss
Symmetric linear regression models for small samples. Guided by: Francisco Moisés Cândido Medeiros (https://github.com/sesiommedeiros).
Set up
Steps to obtain the Wald, likelihood ratio, score, and gradient tests and the corrected likelihood ratio, score, and gradient tests in small-sized and moderate-sized samples in symmetric linear regression models, see Medeiros, F. M. C. and Ferrari, S.L.P (2017):
- Open your R or Rstudio
- Use the following code
devtools::install_github("IvoSilvestre/SLRMss") - Type
help(SLRMss)to see the function syntax.
Reference
Medeiros, F. M. C. and Ferrari, S.L.P. (2017). Small-sample testing inference in symmetric and log-symmetric linear regression models. Statistica Neerlandica, 71(3), 200–224.