Symmetric Linear Regression Models for Small Samples

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) .

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):

1. Open your R or Rstudio
2. Use the following code

   devtools::install_github("IvoSilvestre/SLRMss")
   

3. 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.