Learn R Programming

lmtest (version 0.9-40)

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

402,092

Version

0.9-40

License

GPL-2 | GPL-3

Maintainer

Last Published

March 21st, 2022

Functions in lmtest (0.9-40)

coxtest

Cox Test for Comparing Non-Nested Models
grangertest

Test for Granger Causality
waldtest

Wald Test of Nested Models
wages

Wages
gqtest

Goldfeld-Quandt Test
valueofstocks

Value of Stocks
unemployment

Unemployment Data
hmctest

Harrison-McCabe test
jocci

U.S. Macroeconomic Time Series
growthofmoney

Growth of Money Supply
harvtest

Harvey-Collier Test
lrtest

Likelihood Ratio Test of Nested Models
jtest

J Test for Comparing Non-Nested Models
resettest

RESET Test
raintest

Rainbow Test
moneydemand

Money Demand
ftemp

Femal Temperature Data
encomptest

Encompassing Test for Comparing Non-Nested Models
petest

PE Test for Linear vs. Log-Linear Specifications
currencysubstitution

Currency Substitution
dwtest

Durbin-Watson Test
bondyield

Bond Yield
coeftest

Inference for Estimated Coefficients
ChickEgg

Chickens, Eggs, and Causality
bptest

Breusch-Pagan Test
Mandible

Mandible Data
USDistLag

US Macroeconomic Data
bgtest

Breusch-Godfrey Test