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: 0.9-34
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 dependencies:

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