Model Diagnostics for Event Study

Run diagnostic tests on fitted event study models. Tests include normality of residuals, autocorrelation, and basic model fit quality.

Usage

model_diagnostics(task, event_id = NULL)

Arguments

task

A fitted EventStudyTask (after fit_model has been called).

event_id

Optional event identifier. If NULL, runs diagnostics for all events.

Value

A tibble with diagnostic test results for each event.

See also

Other eventstudy-statistics: ARTTest, BHARTTest, BMPTest, CARTTest, CSectTTest, CalendarTimePortfolioTest, GeneralizedSignTest, KolariPynnonenTest, MultiEventStatisticsSet, PatellZTest, RankTest, SignTest, SingleEventStatisticsSet, StatisticsSetBase, TestStatisticBase, adjust_p_values(), bootstrap_test(), car_by_group(), car_quantiles(), cross_sectional_regression(), pretrend_test(), simulate_event_study(), validate_task()