lmtest: Testing Linear Regression Models

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.

Author
Torsten Hothorn [aut], Achim Zeileis [aut, cre], Richard W. Farebrother [aut] (pan.f), Clint Cummins [aut] (pan.f), Giovanni Millo [ctb], David Mitchell [ctb]
Date of publication
2015-06-06 13:03:26
Maintainer
Achim Zeileis <Achim.Zeileis@R-project.org>
License
GPL-2 | GPL-3
Version
0.9-34

View on CRAN

Man pages

bgtest
Breusch-Godfrey Test
bondyield
Bond Yield
bptest
Breusch-Pagan Test
ChickEgg
Chickens, Eggs, and Causality
coeftest
Testing Estimated Coefficients
coxtest
Cox Test for Comparing Non-Nested Models
currencysubstitution
Currency Substitution
dwtest
Durbin-Watson Test
encomptest
Encompassing Test for Comparing Non-Nested Models
ftemp
Femal Temperature Data
gqtest
Goldfeld-Quandt Test
grangertest
Test for Granger Causality
growthofmoney
Growth of Money Supply
harvtest
Harvey-Collier Test
hmctest
Harrison-McCabe test
jocci
U.S. Macroeconomic Time Series
jtest
J Test for Comparing Non-Nested Models
lrtest
Likelihood Ratio Test of Nested Models
Mandible
Mandible Data
moneydemand
Money Demand
petest
PE Test for Linear vs. Log-Linear Specifications
raintest
Rainbow Test
resettest
RESET Test
unemployment
Unemployment Data
USDistLag
US Macroeconomic Data
valueofstocks
Value of Stocks
wages
Wages
waldtest
Wald Test of Nested Models

Files in this package

lmtest
lmtest/inst
lmtest/inst/CITATION
lmtest/inst/doc
lmtest/inst/doc/lmtest-intro.Rnw
lmtest/inst/doc/lmtest-intro.pdf
lmtest/inst/doc/lmtest-intro.R
lmtest/tests
lmtest/tests/Examples
lmtest/tests/Examples/lmtest-Ex.Rout.save
lmtest/src
lmtest/src/pan.f
lmtest/NAMESPACE
lmtest/NEWS
lmtest/data
lmtest/data/unemployment.rda
lmtest/data/ftemp.rda
lmtest/data/currencysubstitution.rda
lmtest/data/lhur.rda
lmtest/data/USDistLag.rda
lmtest/data/fyff.rda
lmtest/data/jocci.rda
lmtest/data/Mandible.rda
lmtest/data/ChickEgg.rda
lmtest/data/gmdc.rda
lmtest/data/moneydemand.rda
lmtest/data/ip.rda
lmtest/data/growthofmoney.rda
lmtest/data/wages.rda
lmtest/data/pw561.rda
lmtest/data/bondyield.rda
lmtest/data/valueofstocks.rda
lmtest/R
lmtest/R/gqtest.R
lmtest/R/lrtest.R
lmtest/R/bgtest.R
lmtest/R/encomptest.R
lmtest/R/resettest.R
lmtest/R/raintest.R
lmtest/R/coxtest.R
lmtest/R/petest.R
lmtest/R/grangertest.R
lmtest/R/waldci.R
lmtest/R/bptest.R
lmtest/R/waldtest.R
lmtest/R/hmctest.R
lmtest/R/harvtest.R
lmtest/R/dwtest.R
lmtest/R/jtest.R
lmtest/R/coeftest.R
lmtest/vignettes
lmtest/vignettes/lmtest-intro.Rnw
lmtest/vignettes/lmtest.bib
lmtest/vignettes/lmtest-intro.Rout.save
lmtest/MD5
lmtest/build
lmtest/build/vignette.rds
lmtest/DESCRIPTION
lmtest/THANKS
lmtest/man
lmtest/man/grangertest.Rd
lmtest/man/bptest.Rd
lmtest/man/petest.Rd
lmtest/man/waldtest.Rd
lmtest/man/moneydemand.Rd
lmtest/man/USDistLag.Rd
lmtest/man/dwtest.Rd
lmtest/man/coeftest.Rd
lmtest/man/harvtest.Rd
lmtest/man/valueofstocks.Rd
lmtest/man/Mandible.Rd
lmtest/man/jocci.Rd
lmtest/man/gqtest.Rd
lmtest/man/wages.Rd
lmtest/man/ChickEgg.Rd
lmtest/man/jtest.Rd
lmtest/man/coxtest.Rd
lmtest/man/hmctest.Rd
lmtest/man/currencysubstitution.Rd
lmtest/man/bgtest.Rd
lmtest/man/bondyield.Rd
lmtest/man/lrtest.Rd
lmtest/man/resettest.Rd
lmtest/man/raintest.Rd
lmtest/man/growthofmoney.Rd
lmtest/man/unemployment.Rd
lmtest/man/ftemp.Rd
lmtest/man/encomptest.Rd