Implements the auxiliary-statistic test of Boschi & Wit (2025),
Section 3.7 / eq. 20. Tests whether a covariate auxiliary that is
not part of model has nonetheless been adequately captured
indirectly by the fitted model. Uses the simulation-based p-value
described in the paper: n_sim replicates of
\(G^*[\hat\gamma, u]\) are drawn from i.i.d. standard
normals, the test statistic
\(T_\phi = \sup_u |G[\hat\gamma, u]|\) is
computed, and the empirical p-value is the fraction of replicates
with \(T_{\phi,b}^* \ge T_\phi\).
Usage
gof_auxiliary(
event_log,
model,
auxiliary,
n_sim = 1000,
scope = "all",
mode = "one",
half_life = NULL,
seed = NULL
)Arguments
- event_log
Dyadic event log.
- model
Named character vector of
<stat> = "linear"mapping for the fitted covariates (must not containauxiliary).- auxiliary
Name of the statistic to test as an unmodelled feature; must be a statistic computable by
endogenous_features().- n_sim
Number of Monte Carlo replicates (default 1000).
- scope, mode, half_life, seed
See
compare_models().