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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.

Functions (28)

ChickEgg

Chickens, Eggs, and Causality

Mandible

Mandible Data

USDistLag

US Macroeconomic Data

bgtest

Breusch-Godfrey Test

bondyield

Bond Yield

bptest

Breusch-Pagan Test

coeftest

Inference for 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

moneydemand

Money Demand

petest

PE Test for Linear vs. Log-Linear Specifications

raintest

Rainbow Test

resettest

RESET Test

unemployment

Unemployment Data

valueofstocks

Value of Stocks

wages

Wages

waldtest

Wald Test of Nested Models

lmtest

Testing Linear Regression Models

v0.9-38

GPL-2 | GPL-3

Authors

Torsten Hothorn [aut] (<https://orcid.org/0000-0001-8301-0471>), Achim Zeileis [aut, cre] (<https://orcid.org/0000-0003-0918-3766>), Richard W. Farebrother [aut] (pan.f), Clint Cummins [aut] (pan.f), Giovanni Millo [ctb], David Mitchell [ctb]

Initial release

2020-09-09

lmtest

Functions (28)

lmtest

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