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lmtest (version 0.9-11)

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

0.9-11

License

GPL

Maintainer

Achim Zeileis

Last Published

March 22nd, 2022

Functions in lmtest (0.9-11)

waldtest

Wald Test
coxtest

Cox Test for Comparing Non-Nested Models
bgtest

Breusch-Godfrey Test
dwtest

Durbin-Watson Test
Mandible

Mandible Data
bondyield

Bond Yield
valueofstocks

Value of Stocks
coeftest

Testing Estimated Coefficients
harvtest

Harvey-Collier Test
reset

RESET Test
unemployment

Unemployment Data
currencysubstitution

Currency Substitution
jocci

U.S. Macroeconomic Time Series
raintest

Rainbow Test
ftemp

Femal Temperature Data
wages

Wages
hmctest

Harrison-McCabe test
moneydemand

Money Demand
encomptest

Encompassing Test for Comparing Non-Nested Models
bptest

Breusch-Pagan Test
jtest

J Test for Comparing Non-Nested Models
gqtest

Goldfeld-Quandt Test
USDistLag

US Macroecnomic Data
growthofmoney

Growth of Money Supply