Testing Linear Regression Models

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Documentation for package ‘lmtest’ version 0.9-26

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bgtest Breusch-Godfrey Test
bondyield Bond Yield
bptest Breusch-Pagan Test
ChickEgg Chickens, Eggs, and Causality
coeftest Testing Estimated Coefficients
coeftest.breakpointsfull Testing Estimated Coefficients
coeftest.default Testing Estimated Coefficients
coeftest.glm Testing Estimated Coefficients
coeftest.mlm Testing Estimated Coefficients
coeftest.survreg Testing Estimated Coefficients
coxtest Cox Test for Comparing Non-Nested Models
currencysubstitution Currency Substitution
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
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
petest PE Test for Linear vs. Log-Linear Specifications
print.coeftest Testing 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
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