Package index

Goodness-of-fit tests

Test whether a fitted model is well-specified against a nonparametric alternative.

gof_test()

Debiased score test for goodness of fit

gof_test(<glm>)

Goodness-of-fit test for GLM

gof_test(<lm>)

Goodness-of-fit test for a linear model

gof_test(<gam>)

Goodness-of-fit test for a GAM

Model comparison

Test a null model against a nested alternative in the same model class.

compare_models()

Compare two models using the debiased score test

compare_models(<glm>)

Compare two fitted GLM models

compare_models(<lm>)

Compare two fitted linear models

compare_models(<gam>)

Compare two fitted GAM models

Engine and methods

The underlying debiased score test and its S3 methods.

dScoreTest()

Debiased score test: goodness-of-fit test and model comparison

new_dScoreTest()

Constructor for the debiased score test

print(<dScoreTest>)

Print the score test

plot(<dScoreTest>)

Plot the score test

summary(<dScoreTest>) print(<summary.dScoreTest>)

Summary of the score test

score_fun()

Score for a fitted CATE model

weight_fun()

Weight for a fitted CATE model

debias_standard()

Standard debiasing

Hunt algorithms

Routines that hunt for a direction of misspecification.

hunt_optimal()

Optimal hunting

hunt_wls()

Weighted-least-squares hunting

hunt_vanilla()

Vanilla hunting

Heterogeneous treatment effects

Testing for effect modification in a binary-treatment setting.

hte_test_conditional()

Test for detecting heterogeneity in the conditional treatment effect (CATE)

fit_CATE()

Fit the conditional treatment effect (CATE) function

predict(<CATE>)

Predict from a fitted CATE model

Package

dScoreTest()

Debiased score test: goodness-of-fit test and model comparison