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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.
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Install
install.packages('lmtest')
Monthly Downloads
402,092
Version
0.9-40
License
GPL-2 | GPL-3
Maintainer
Achim Zeileis
Last Published
March 21st, 2022
Functions in lmtest (0.9-40)
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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