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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.

Version:0.9-40
Depends:R (≥ 3.0.0), stats,zoo
Imports:graphics
Suggests:car,strucchange,sandwich,dynlm, stats4,survival,AER
Published:2022-03-21
DOI:10.32614/CRAN.package.lmtest
Author:Torsten HothornORCID iD [aut], Achim ZeileisORCID 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
CRAN checks:lmtest results

Documentation:

Reference manual:lmtest.html ,lmtest.pdf
Vignettes:Diagnostic Checking in Regression Relationships (source,R code)

Downloads:

Package source: lmtest_0.9-40.tar.gz
Windows binaries: r-devel:lmtest_0.9-40.zip, r-release:lmtest_0.9-40.zip, r-oldrel:lmtest_0.9-40.zip
macOS binaries: r-release (arm64):lmtest_0.9-40.tgz, r-oldrel (arm64):lmtest_0.9-40.tgz, r-release (x86_64):lmtest_0.9-40.tgz, r-oldrel (x86_64):lmtest_0.9-40.tgz
Old sources: lmtest archive

Reverse dependencies:

Reverse depends:AER,bootkmeans,cjoint,erer,frontier,mfx,micEconAids,PeerPerformance,SAEval,systemfit,UnitStat,vars
Reverse imports:AFR,AgroR,AgroTech,aldvmm,apc,ARDL,ardl.nardl,autostsm,betareg,BinaryEPPM,causalQual,ceser,chantrics,chipPCR,clusterSEs,CMatching,conleyreg,ConvergenceClubs,CountsEPPM,crwbmetareg,describedata,DHARMa,DIDmultiplegtDYN,dLagM,drcte,dynamac,dynlm,EcoMetrics,envalysis,EQUALSTATS,EstimateBreed,ExactMed,ExPanDaR,fglsnet,FindIt,forecast,fRegression,FSA,funtimes,gcmr,GenericML,georob,GLMpack,glmx,gravity,grf,gtregression,GVARX,GWASTools,HanStat,iCheck,iClick,interflex,invacost,ivreg,kardl,lmviz,lpirfs,maicplus,ManyIVsNets,metadeconfoundR,MicrobiomeSurv,mixpoissonreg,mkin,mlogit,ModTools,monotonicity,movementsync,My.stepwise,NormData,OneSampleMR,optic,ovbsa,pbANOVA,pcdid,pGRN,plm,promotionImpact,pubh,PublicationBiasBenchmark,pwr2ppl,rcompanion,RCPA3,rddapp,rddtools,RegAssure,REndo,REPS,RESI,sampcompR,Seurat,sovereign,SPARTAAS,SpatialRDD,speccurvieR,tableeasy,timeOmics,trafo,treeclim,TrialEmulation,vcd,vglmer
Reverse suggests:BFpack,BioStatR,broom,bruceR,car,censReg,CLVTools,Countr,crch,ctqr,dda,facmodCS,facmodTS,fddm,finalfit,FinTS,fwb,fxregime,getspanel,gmnl,goldfish,gspcr,huxtable,insight,inters,ivx,lmtestrob,lmw,LRTesteR,meboot,mhurdle,micsr,modelsummary,momentfit,mpae,multcomp,multiwayvcov,NHSRdatasets,parameters,pder,performance,pglm,POUMM,prepost,pscl,psychomix,psychotools,R2MLwiN,Rchoice,Rcmdr,rempsyc,rineq,ripserr,sampleSelection,sandwich,sfaR,SGDinference,singleRcapture,skedastic,sketching,skpr,spatialreg,strucchange,strucchangeRcpp,subgxe,texreg,tidyfit,unitquantreg,valueprhr,vcdExtra,VisCollin,vivainsights,wpa
Reverse enhances:stargazer

Linking:

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