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lmtest (version 0.9-34)

Testing Linear Regression Models

Description

A collection of tests, data sets, and examples for diagnostic checking in linear regression models. Furthermore, some generic tools for inference in parametric models are provided.

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Version

Install

install.packages('lmtest')

Monthly Downloads

404,361

Version

0.9-34

License

GPL-2 | GPL-3

Maintainer

Achim Zeileis

Last Published

June 6th, 2015

Functions in lmtest (0.9-34)

wages

Wages
bondyield

Bond Yield
waldtest

Wald Test of Nested Models
jtest

J Test for Comparing Non-Nested Models
currencysubstitution

Currency Substitution
unemployment

Unemployment Data
lrtest

Likelihood Ratio Test of Nested Models
gqtest

Goldfeld-Quandt Test
bptest

Breusch-Pagan Test
ChickEgg

Chickens, Eggs, and Causality
jocci

U.S. Macroeconomic Time Series
encomptest

Encompassing Test for Comparing Non-Nested Models
Mandible

Mandible Data
growthofmoney

Growth of Money Supply
bgtest

Breusch-Godfrey Test
grangertest

Test for Granger Causality
moneydemand

Money Demand
dwtest

Durbin-Watson Test
coxtest

Cox Test for Comparing Non-Nested Models
hmctest

Harrison-McCabe test
coeftest

Testing Estimated Coefficients
valueofstocks

Value of Stocks
harvtest

Harvey-Collier Test
petest

PE Test for Linear vs. Log-Linear Specifications
ftemp

Femal Temperature Data
resettest

RESET Test
raintest

Rainbow Test
USDistLag

US Macroeconomic Data