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lmtest (version 0.9-9)

Testing Linear Regression Models

Description

A collection of tests, data sets and examples for diagnostic checking in linear regression models.

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Version

Install

install.packages('lmtest')

Monthly Downloads

318,944

Version

0.9-9

License

GPL

Maintainer

Achim Zeileis

Last Published

March 22nd, 2022

Functions in lmtest (0.9-9)

harvtest

Harvey-Collier Test
jocci

U.S. Macroeconomic Time Series
bgtest

Breusch-Godfrey Test
coeftest

Testing Estimated Coefficients
dwtest

Durbin-Watson Test
raintest

Rainbow Test
hmctest

Harrison-McCabe test
Mandible

Mandible Data
reset

RESET Test
gqtest

Goldfeld-Quandt Test
ftemp

Femal Temperature Data
bptest

Breusch-Pagan Test
currencysubstitution

Currency Substitution
bondyield

Bond Yield
moneydemand

Demand for Money
growthofmoney

Growth of Money Supply
valueofstocks

Value of Stocks
unemployment

Unemployment Data
wages

Wages