cmtest: Conditional Moments Test

Conditional moments test, as proposed by Newey (1985) <doi:10.2307/1911011 > and Tauchen (1985) <doi:10.1016/0304-4076(85)90149-6>, useful to detect specification violations for models estimated by maximum likelihood. Methods for probit and tobit models are provided.

Version: 0.1-2
Depends: R (≥ 4.0.0)
Imports: Rdpack
Suggests: censReg, AER, knitr, rmarkdown, maxLik, bookdown, tobit1
Published: 2022-01-28
DOI: 10.32614/CRAN.package.cmtest
Author: Yves Croissant ORCID iD [aut, cre]
Maintainer: Yves Croissant <yves.croissant at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Materials: NEWS
CRAN checks: cmtest results


Reference manual: cmtest.pdf
Vignettes: cmtest: an R package for conditional moments tests


Package source: cmtest_0.1-2.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): cmtest_0.1-2.tgz, r-oldrel (arm64): cmtest_0.1-2.tgz, r-release (x86_64): cmtest_0.1-2.tgz, r-oldrel (x86_64): cmtest_0.1-2.tgz
Old sources: cmtest archive


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