Testing Linear Regression Models


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Documentation for package ‘lmtest’ version 0.9-40

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bgtest Breusch-Godfrey Test
bondyield Bond Yield
bptest Breusch-Pagan Test
ChickEgg Chickens, Eggs, and Causality
coef.coeftest Inference for Estimated Coefficients
coefci Inference for Estimated Coefficients
coefci.default Inference for Estimated Coefficients
coefci.glm Inference for Estimated Coefficients
coefci.mlm Inference for Estimated Coefficients
coefci.survreg Inference for Estimated Coefficients
coeftest Inference for Estimated Coefficients
coeftest.breakpointsfull Inference for Estimated Coefficients
coeftest.default Inference for Estimated Coefficients
coeftest.glm Inference for Estimated Coefficients
coeftest.mlm Inference for Estimated Coefficients
coeftest.survreg Inference for Estimated Coefficients
confint.coeftest Inference for Estimated Coefficients
coxtest Cox Test for Comparing Non-Nested Models
currencysubstitution Currency Substitution
df.residual.bgtest Breusch-Godfrey Test
df.residual.coeftest Inference for Estimated Coefficients
dwtest Durbin-Watson Test
encomptest Encompassing Test for Comparing Non-Nested Models
ftemp Femal Temperature Data
fyff U.S. Macroeconomic Time Series
gmdc U.S. Macroeconomic Time Series
gqtest Goldfeld-Quandt Test
grangertest Test for Granger Causality
grangertest.default Test for Granger Causality
grangertest.formula Test for Granger Causality
growthofmoney Growth of Money Supply
harvtest Harvey-Collier Test
hmctest Harrison-McCabe test
ip U.S. Macroeconomic Time Series
jocci U.S. Macroeconomic Time Series
jtest J Test for Comparing Non-Nested Models
lhur U.S. Macroeconomic Time Series
logLik.coeftest Inference for Estimated Coefficients
lrtest Likelihood Ratio Test of Nested Models
lrtest.default Likelihood Ratio Test of Nested Models
lrtest.formula Likelihood Ratio Test of Nested Models
Mandible Mandible Data
moneydemand Money Demand
nobs.coeftest Inference for Estimated Coefficients
petest PE Test for Linear vs. Log-Linear Specifications
print.coeftest Inference for Estimated Coefficients
pw561 U.S. Macroeconomic Time Series
raintest Rainbow Test
reset RESET Test
resettest RESET Test
unemployment Unemployment Data
USDistLag US Macroeconomic Data
valueofstocks Value of Stocks
vcov.bgtest Breusch-Godfrey Test
wages Wages
waldtest Wald Test of Nested Models
waldtest.default Wald Test of Nested Models
waldtest.formula Wald Test of Nested Models
waldtest.lm Wald Test of Nested Models