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lmtest (version 0.9-12)

Testing Linear Regression Models

Description

A collection of tests, data sets and examples for diagnostic checking in linear regression models.

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Version

Install

install.packages('lmtest')

Monthly Downloads

250,627

Version

0.9-12

License

GPL

Maintainer

Achim Zeileis

Last Published

March 22nd, 2022

Functions in lmtest (0.9-12)

currencysubstitution

Currency Substitution
wages

Wages
bondyield

Bond Yield
gqtest

Goldfeld-Quandt Test
resettest

RESET Test
coeftest

Testing Estimated Coefficients
coxtest

Cox Test for Comparing Non-Nested Models
Mandible

Mandible Data
encomptest

Encompassing Test for Comparing Non-Nested Models
grangertest

Test for Granger Causality
raintest

Rainbow Test
jtest

J Test for Comparing Non-Nested Models
valueofstocks

Value of Stocks
USDistLag

US Macroecnomic Data
dwtest

Durbin-Watson Test
waldtest

Wald Test
bgtest

Breusch-Godfrey Test
ChickEgg

Chickens, Eggs, and Causality
harvtest

Harvey-Collier Test
hmctest

Harrison-McCabe test
moneydemand

Money Demand
jocci

U.S. Macroeconomic Time Series
growthofmoney

Growth of Money Supply
unemployment

Unemployment Data
ftemp

Femal Temperature Data
bptest

Breusch-Pagan Test