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lmtest (version 0.9-35)

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

250,627

Version

0.9-35

License

GPL-2 | GPL-3

Maintainer

Achim Zeileis

Last Published

February 11th, 2017

Functions in lmtest (0.9-35)

bptest

Breusch-Pagan Test
ftemp

Femal Temperature Data
encomptest

Encompassing Test for Comparing Non-Nested Models
ChickEgg

Chickens, Eggs, and Causality
dwtest

Durbin-Watson Test
currencysubstitution

Currency Substitution
coeftest

Inference for Estimated Coefficients
bondyield

Bond Yield
bgtest

Breusch-Godfrey Test
coxtest

Cox Test for Comparing Non-Nested Models
hmctest

Harrison-McCabe test
gqtest

Goldfeld-Quandt Test
grangertest

Test for Granger Causality
jocci

U.S. Macroeconomic Time Series
Mandible

Mandible Data
moneydemand

Money Demand
jtest

J Test for Comparing Non-Nested Models
lrtest

Likelihood Ratio Test of Nested Models
growthofmoney

Growth of Money Supply
harvtest

Harvey-Collier Test
raintest

Rainbow Test
valueofstocks

Value of Stocks
unemployment

Unemployment Data
USDistLag

US Macroeconomic Data
petest

PE Test for Linear vs. Log-Linear Specifications
resettest

RESET Test
wages

Wages
waldtest

Wald Test of Nested Models