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
Author: Torsten Hothorn ORCID iD [aut], Achim Zeileis ORCID 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


Reference manual: lmtest.pdf
Vignettes: Diagnostic Checking in Regression Relationships


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, cjoint, erer, fpp, frontier, ivregEX, mfx, micEconAids, orcutt, PeerPerformance, rdd, SAEval, systemfit, UnitStat, vars
Reverse imports: AFR, AgroR, AgroTech, aldvmm, apc, ARDL, ardl.nardl, autostsm, betareg, bucky, ceser, chantrics, chipPCR, clusterSEs, conleyreg, ConvergenceClubs, Countr, cregg, describedata, DHARMa, dLagM, DMLLZU, drcte, dynamac, dynlm, earlywarnings, envalysis, ExactMed, ExPanDaR, fglsnet, FindIt, forecast, fRegression, FSA, funtimes, gcmr, GenericML, GLMpack, glmx, gravity, grf, GVARX, GWASTools, GWPR.light, HanStat, iCheck, iClick, interflex, invacost, IPDFileCheck, ivreg, lmviz, lpirfs, mixpoissonreg, mkin, mlogit, ModTools, monotonicity, movementsync, My.stepwise, NormData, OneSampleMR, OOS, optic, packDAMipd, pbANOVA, pGRN, plm, prais, promotionImpact, PRSPGx, pubh, pwr2ppl, rcompanion, RCPA3, rddapp, rddtools, RegAssure, REndo, RESI, Seurat, smoothAPC, sovereign, SPARTAAS, SpatialRDD, tableeasy, timeOmics, trafo, treeclim, vcd, vglmer
Reverse suggests: BFpack, BrailleR, broom, bruceR, car, censReg, crch, ctqr, dce, desk, ergmito, fable, facmodCS, FactorsR, finalfit, FinTS, fwb, fwildclusterboot, fxregime, getspanel, gmnl, goldfish, huxtable, insight, inters, ivx, lmtestrob, LRTesteR, meboot, mhurdle, modelsummary, momentfit, multcomp, multiwayvcov, NHSRdatasets, oglmx, parameters, pder, performance, pglm, POUMM, pscl, psychomix, QuantileGH, R2MLwiN, Rchoice, Rcmdr, rempsyc, rineq, sampleSelection, sandwich, sfaR, skedastic, sketching, skpr, spatialreg, Statsomat, strucchange, strucchangeRcpp, subgxe, summclust, texreg, tidyfit, unitquantreg, vcdExtra, VisCollin, wpa
Reverse enhances: stargazer


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