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lmtest (version 0.9-15)

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

216,218

Version

0.9-15

License

GPL

Maintainer

Achim Zeileis

Last Published

March 22nd, 2022

Functions in lmtest (0.9-15)

ChickEgg

Chickens, Eggs, and Causality
Mandible

Mandible Data
coxtest

Cox Test for Comparing Non-Nested Models
resettest

RESET Test
bondyield

Bond Yield
dwtest

Durbin-Watson Test
encomptest

Encompassing Test for Comparing Non-Nested Models
valueofstocks

Value of Stocks
ftemp

Femal Temperature Data
currencysubstitution

Currency Substitution
grangertest

Test for Granger Causality
hmctest

Harrison-McCabe test
USDistLag

US Macroecnomic Data
bptest

Breusch-Pagan Test
waldtest

Wald Test of Nested Models
bgtest

Breusch-Godfrey Test
growthofmoney

Growth of Money Supply
jtest

J Test for Comparing Non-Nested Models
coeftest

Testing Estimated Coefficients
raintest

Rainbow Test
wages

Wages
lrtest

Likelihood Ratio Test of Nested Models
harvtest

Harvey-Collier Test
jocci

U.S. Macroeconomic Time Series
gqtest

Goldfeld-Quandt Test
unemployment

Unemployment Data
moneydemand

Money Demand