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: 0.9-33
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

Downloads:

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 dependencies:

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, FinTS, fxregime, IPSUR, meboot, multcomp, multiwayvcov, pglm, plm, pscl, psychomix, Rcmdr, RcmdrPlugin.IPSUR, sampleSelection, sandwich, sjPlot, strucchange, vcdExtra
Reverse enhances: stargazer