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.

Version: 0.9-38
Depends: R (≥ 3.0.0), stats, zoo
Imports: graphics
Suggests: car, strucchange, sandwich, dynlm, stats4, survival, AER
Published: 2020-09-09
Author: Torsten Hothorn ORCID iD [aut], Achim Zeileis ORCID iD [aut, cre], Richard W. Farebrother [aut] (pan.f), Clint Cummins [aut] (pan.f), Giovanni Millo [ctb], David Mitchell [ctb]
Maintainer: Achim Zeileis <Achim.Zeileis at R-project.org>
License: GPL-2 | GPL-3
NeedsCompilation: yes
Citation: lmtest citation info
Materials: NEWS
In views: Econometrics, Finance, SocialSciences
CRAN checks: lmtest results

Downloads:

Reference manual: lmtest.pdf
Vignettes: Diagnostic Checking in Regression Relationships
Package source: lmtest_0.9-38.tar.gz
Windows binaries: r-devel: lmtest_0.9-38.zip, r-release: lmtest_0.9-38.zip, r-oldrel: lmtest_0.9-38.zip
macOS binaries: r-release: lmtest_0.9-38.tgz, r-oldrel: lmtest_0.9-38.tgz
Old sources: lmtest archive

Reverse dependencies:

Reverse depends: AER, cjoint, dcv, erer, fpp, frontier, ivpack, ivregEX, mfx, micEconAids, orcutt, PeerPerformance, rdd, systemfit, vars
Reverse imports: apc, ARDL, betareg, BinaryEPPM, bucky, ceser, chipPCR, clusterSEs, CMatching, ConvergenceClubs, Countr, CountsEPPM, cregg, describedata, DHARMa, dLagM, dynamac, dynlm, earlywarnings, elementR, ExPanDaR, FindIt, forecast, fRegression, FSA, gcmr, georob, GLMpack, glmx, gravity, grf, GVARX, GWASTools, iCheck, iClick, interflex, ivreg, kernelPSI, lmviz, lpirfs, mkin, mlogit, mnlogit, monotonicity, MRMR, My.stepwise, OptimClassifier, packDAMipd, pdR, plm, prais, promotionImpact, pubh, rcompanion, REndo, robustMVMR, Seurat, smoothAPC, spsur, timeOmics, trafo, treeclim, vcd, yotover
Reverse suggests: broom, car, censReg, crch, ctqr, ergmito, FactorsR, FinTS, fxregime, gmnl, huxtable, ivx, MatchIt, meboot, mice, modelsummary, momentfit, multcomp, multiwayvcov, NHSRdatasets, oglmx, pder, pglm, POUMM, pscl, psychomix, R2MLwiN, Rchoice, Rcmdr, RcmdrPlugin.IPSUR, sampleSelection, sandwich, skedastic, spatialreg, strucchange, subgxe, texreg, vcdExtra
Reverse enhances: stargazer

Linking:

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