lmtest v0.9-38

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by Achim Zeileis View Source

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

Name
lmtest-intro.Rnw
lmtest-intro.Rout.save
lmtest.bib
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Details

Date	2020-09-09
LazyData	yes
License	GPL-2 \| GPL-3
NeedsCompilation	yes
Packaged	2020-09-08 23:45:37 UTC; zeileis
Repository	CRAN
Date/Publication	2020-09-09 05:30:11 UTC

suggests	AER , car , dynlm , sandwich , stats4 , strucchange , survival
imports	graphics
depends	R (>= 3.0.0) , stats , zoo
Contributors	David Mitchell, Clint Cummins, Torsten Hothorn, Giovanni Millo, Richard Farebrother