lmtest v0.9-37


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Testing Linear Regression Models

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.

Functions in lmtest

Name Description
dwtest Durbin-Watson Test
USDistLag US Macroeconomic Data
ChickEgg Chickens, Eggs, and Causality
bgtest Breusch-Godfrey Test
jtest J Test for Comparing Non-Nested Models
lrtest Likelihood Ratio Test of Nested Models
Mandible Mandible Data
moneydemand Money Demand
hmctest Harrison-McCabe test
jocci U.S. Macroeconomic Time Series
gqtest Goldfeld-Quandt Test
unemployment Unemployment Data
bondyield Bond Yield
bptest Breusch-Pagan Test
grangertest Test for Granger Causality
petest PE Test for Linear vs. Log-Linear Specifications
valueofstocks Value of Stocks
growthofmoney Growth of Money Supply
wages Wages
harvtest Harvey-Collier Test
waldtest Wald Test of Nested Models
coeftest Inference for Estimated Coefficients
raintest Rainbow Test
coxtest Cox Test for Comparing Non-Nested Models
encomptest Encompassing Test for Comparing Non-Nested Models
resettest RESET Test
ftemp Femal Temperature Data
currencysubstitution Currency Substitution
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Vignettes of lmtest

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Last month downloads


Date 2019-04-30
LazyData yes
License GPL-2 | GPL-3
NeedsCompilation yes
Packaged 2019-04-30 08:26:56 UTC; zeileis
Repository CRAN
Date/Publication 2019-04-30 08:41:38 UTC

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