avlm: Safe Anytime Valid Inference for Linear Models
Anytime-valid inference for linear models, namely, sequential t-tests, sequential F-tests, and confidence sequences with time-uniform Type-I error and coverage guarantees. This allows hypotheses to be continuously tested without sacrificing false positive guarantees. Heteroskedasticity-robust and cluster-robust versions are provided. It is based on the methods documented in Lindon et al. (2026) <doi:10.1080/01621459.2026.2692052> and Lindon (2026) <doi:10.48550/arXiv.2610.25613>.
Documentation:
Downloads:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=avlm
to link to this page.