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.

Install the latest version of this package by entering the following in R:
install.packages("lmtest")
AuthorTorsten 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 publication2017-02-11 10:43:09
MaintainerAchim Zeileis <Achim.Zeileis@R-project.org>
LicenseGPL-2 | GPL-3
Version0.9-35

View on CRAN

Functions

bgtest Man page
bondyield Man page
bptest Man page
ChickEgg Man page
coefci Man page
coefci.default Man page
coefci.glm Man page
coefci.mlm Man page
coefci.survreg Man page
coeftest Man page
coeftest.breakpointsfull Man page
coeftest.default Man page
coeftest.glm Man page
coeftest.mlm Man page
coeftest.survreg Man page
coxtest Man page
currencysubstitution Man page
df.residual.bgtest Man page
dwtest Man page
encomptest Man page
ftemp Man page
fyff Man page
gmdc Man page
gqtest Man page
grangertest Man page
grangertest.default Man page
grangertest.formula Man page
growthofmoney Man page
harvtest Man page
hmctest Man page
ip Man page
jocci Man page
jtest Man page
lhur Man page
lrtest Man page
lrtest.default Man page
lrtest.formula Man page
Mandible Man page
moneydemand Man page
petest Man page
print.coeftest Man page
pw561 Man page
raintest Man page
reset Man page
resettest Man page
unemployment Man page
USDistLag Man page
valueofstocks Man page
vcov.bgtest Man page
wages Man page
waldtest Man page
waldtest.default Man page
waldtest.formula Man page
waldtest.lm Man page

Files

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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.