Learn R Programming
⚠️There's a newer version (0.9-40) of this package.Take me there.

lmtest (version 0.9-38)

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.

Copy Link

Version

Install

install.packages('lmtest')

Monthly Downloads

318,944

Version

0.9-38

License

GPL-2 | GPL-3

Maintainer

Achim Zeileis

Last Published

September 9th, 2020

Functions in lmtest (0.9-38)

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