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lmtest (version 0.9-2)
Testing Linear Regression Models
Description
A collection of tests, data sets and examples for diagnostic checking in linear regression models.
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Install
install.packages('lmtest')
Monthly Downloads
328,122
Version
0.9-2
License
GPL
Maintainer
Achim Zeileis
Last Published
March 22nd, 2022
Functions in lmtest (0.9-2)
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grangertest
Test for Granger Causality
jocci
U.S. Macroeconomic Time Series
wages
Wages
harvtest
Harvey-Collier Test
ChickEgg
Chickens, Eggs, and Causality
moneydemand
Money Demand
valueofstocks
Value of Stocks
lrtest
Likelihood Ratio Test of Nested Models
jtest
J Test for Comparing Non-Nested Models
encomptest
Encompassing Test for Comparing Non-Nested Models
coeftest
Testing Estimated Coefficients
raintest
Rainbow Test
bptest
Breusch-Pagan Test
bondyield
Bond Yield
unemployment
Unemployment Data
Mandible
Mandible Data
hmctest
Harrison-McCabe test
dwtest
Durbin-Watson Test
growthofmoney
Growth of Money Supply
ftemp
Femal Temperature Data
resettest
RESET Test
gqtest
Goldfeld-Quandt Test
waldtest
Wald Test of Nested Models
USDistLag
US Macroecnomic Data
bgtest
Breusch-Godfrey Test
coxtest
Cox Test for Comparing Non-Nested Models
currencysubstitution
Currency Substitution
petest
PE Test for Linear vs. Log-Linear Specifications
reset
RESET Test