It's relatively straightforward to include diagnostic test results for a regression in the texreg table by modifying the corresponding extract function. For example, I have added a section about the KPSS unit-root test to the extract.lm function:
if (include.kpss == TRUE) {
KPSS_mu <- summary(ur.kpss(s$residuals, type = "mu"))
kpss <- KPSS_mu@teststat
gof <- c(gof, kpss)
gof.names <- c(gof.names, "KPSS")
gof.decimal <- c(gof.decimal, TRUE)
}
I would like to go a step further and add significance stars to the test statistic, so that it is immediately visible whether the null-hypothesis is rejected. texreg provides significance stars by default for the estimated coefficients, but I haven't found a way yet to include them in the goodness-of-fit section. Has anyone tried to modify texreg accordingly?
