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lmtest (version 0.9-39)

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

328,142

Version

0.9-39

License

GPL-2 | GPL-3

Maintainer

Achim Zeileis

Last Published

November 7th, 2021

Functions in lmtest (0.9-39)

dwtest

Durbin-Watson Test
ftemp

Femal Temperature Data
encomptest

Encompassing Test for Comparing Non-Nested Models
jtest

J Test for Comparing Non-Nested Models
lrtest

Likelihood Ratio Test of Nested Models
wages

Wages
waldtest

Wald Test of Nested Models
resettest

RESET Test
jocci

U.S. Macroeconomic Time Series
hmctest

Harrison-McCabe test
raintest

Rainbow Test
gqtest

Goldfeld-Quandt Test
growthofmoney

Growth of Money Supply
harvtest

Harvey-Collier Test
grangertest

Test for Granger Causality
unemployment

Unemployment Data
petest

PE Test for Linear vs. Log-Linear Specifications
moneydemand

Money Demand
valueofstocks

Value of Stocks
coeftest

Inference for Estimated Coefficients
ChickEgg

Chickens, Eggs, and Causality
Mandible

Mandible Data
currencysubstitution

Currency Substitution
bptest

Breusch-Pagan Test
USDistLag

US Macroeconomic Data
bondyield

Bond Yield
coxtest

Cox Test for Comparing Non-Nested Models
bgtest

Breusch-Godfrey Test