Distfreereg: A New R Package for Distribution-Free Parametric Regression Testing

Music City Center 

Verifying that inference using a parametric regression model is reliable is a crucial step in statistical model building. It helps avoid invalid modeling conclusions based on false assumptions. For example, the p-value associated with a coefficient in a linear model is unreliable if the mean function being used is incorrect. Until now, there has been no easy and reliable way in R to test whether or not the mean function is correct.

In my presentation, I shall introduce my new R package, "distfreereg", that I have written to implement the distribution-free testing procedure for parametric regression models introduced by Estate Khmaladze in 2021. I shall outline Khmaladze's algorithm, discuss the main features of the package, and illustrate its use with an example.

goodness-of-fit testing

regression

distribution-free testing

R package 

Section on Statistical Computing