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: | 0.9-33 |
| Depends: | R (≥ 2.10.0), stats, zoo |
| Imports: | graphics |
| Suggests: | car, strucchange, sandwich, dynlm, stats4, survival, AER |
| Published: | 2014-01-23 |
| 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_0.9-33.tar.gz |
| Windows binaries: | r-devel: lmtest_0.9-33.zip, r-release: lmtest_0.9-33.zip, r-oldrel: lmtest_0.9-33.zip |
| OS X Snow Leopard binaries: | r-release: lmtest_0.9-33.tgz, r-oldrel: lmtest_0.9-33.tgz |
| OS X Mavericks binaries: | r-release: lmtest_0.9-33.tgz |
| Old sources: | lmtest archive |
| Reverse depends: | AER, dcv, erer, fpp, frontier, ivlewbel, ivpack, mfx, micEconAids, MRMR, nlrwr, rdd, splm, systemfit, vars |
| Reverse imports: | betareg, chipPCR, dynlm, earlywarnings, fRegression, georob, glmx, mlogit, mnlogit, Rchoice, termstrc, treeclim |
| Reverse suggests: | car, censReg, crch, Ecdat, Ecfun, FinTS, fxregime, IPSUR, meboot, multcomp, multiwayvcov, pglm, plm, pscl, psychomix, Rcmdr, RcmdrPlugin.IPSUR, sampleSelection, sandwich, sjPlot, strucchange, vcdExtra |
| Reverse enhances: | stargazer |