lmtest v0.9-38

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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
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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Last month downloads

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

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