NEWS
phoring 0.1.0 (2026-11-07)
- Initial release of
phoring: A unified toolkit for econometric estimation, automated specification testing, and publication-ready diagnostics.
- Core OLS & Diagnostics: Automated heteroskedasticity (Breusch-Pagan, White), autocorrelation (Durbin-Watson, Breusch-Godfrey), multicollinearity (VIF), functional form (Ramsey RESET), and normality (Jarque-Bera) tests.
- Standard Errors: Robust (HC0, HC1, HC2, HC3), cluster-robust ($G-1$ degrees of freedom), and Newey-West HAC standard errors, with full support for Weighted Least Squares (WLS).
- Rank Deficiency & Collinearity Protection: Informative diagnostic guidance identifying exact linear dependencies and collinear predictors in dummy variable traps.
- Instrumental Variables (2SLS): Automated weak instruments first-stage F test, Wu-Hausman endogeneity test, and Sargan overidentification test with cluster-robust SEs and multi-endogenous regressor support.
- Panel Data: Within Fixed Effects, Two-Way Fixed Effects for both balanced and unbalanced panels, Swamy-Arora Random Effects GLS, First Differences, Between Estimator, Hausman specification test, and Wooldridge panel autocorrelation test.
- Microeconometrics: Logit and Probit models with Average Marginal Effects (AME) and delta-method standard errors; Tobit censored regression with McDonald-Moffitt decomposition; Poisson and true Negative Binomial regression with Cameron-Trivedi overdispersion test and Likelihood Ratio validation.
- Causal Inference: Difference-in-Differences (DiD) with 2x2 means breakdown and covariate adjustments; Sharp Regression Discontinuity Design (RDD) with triangular/uniform kernels and McCrary density continuity check.
- Quantile Regression: Koenker-Bassett quantile estimation across single or multiple quantiles with Huber sandwich covariance.
- Time Series & Dynamics: Augmented Dickey-Fuller (trend, drift, none), Phillips-Perron, and KPSS stationarity tests with continuous MacKinnon response surface p-values; Engle-Granger cointegration test; bidirectional Granger causality; Engle's ARCH test; ARDL(p, q); Koyck distributed lag with Liviatan IV option; Prais-Winsten AR(1) correction; Error Correction Models (ECM); and Vector Autoregression (VAR).
- Reporting & Export:
word_table() multi-model side-by-side comparison tables exported to Word and HTML, interpret() plain-English economic guidance, and a comprehensive academic plot() suite with serif typography, L-frame axes, and model-specific diagnostic graphs across all 28 econometric model and test classes.
- S3 Ecosystem: Universal S3 method coverage (
coef, vcov, residuals, fitted, nobs, confint, predict, logLik, AIC, BIC, plot).