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: | 0.9-34 |
Depends: | R (≥ 2.10.0), stats, zoo |
Imports: | graphics |
Suggests: | car, strucchange, sandwich, dynlm, stats4, survival, AER |
Published: | 2015-06-06 |
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] |
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 |
Reference manual: | lmtest.pdf |
Vignettes: |
Diagnostic Checking in Regression Relationships |
Package source: | lmtest_0.9-34.tar.gz |
Windows binaries: | r-devel: lmtest_0.9-34.zip, r-release: lmtest_0.9-34.zip, r-oldrel: lmtest_0.9-34.zip |
OS X Snow Leopard binaries: | r-release: lmtest_0.9-34.tgz, r-oldrel: lmtest_0.9-33.tgz |
OS X Mavericks binaries: | r-release: lmtest_0.9-34.tgz |
Old sources: | lmtest archive |
Reverse depends: | AER, cjoint, dcv, erer, fpp, frontier, ivlewbel, ivpack, mfx, micEconAids, MRMR, rdd, systemfit, vars |
Reverse imports: | AutoModel, betareg, chipPCR, clusterSEs, dynlm, earlywarnings, fRegression, gcmr, georob, glmx, mlogit, mnlogit, rddtools, termstrc, treeclim, vcd |
Reverse suggests: | broom, car, censReg, crch, Ecdat, FinTS, fxregime, gmnl, IPSUR, meboot, multcomp, multiwayvcov, oglmx, pglm, plm, pscl, psychomix, R2MLwiN, Rchoice, Rcmdr, RcmdrPlugin.IPSUR, sampleSelection, sandwich, sjPlot, strucchange, vcdExtra |
Reverse enhances: | stargazer, texreg |