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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 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

Documentation:

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

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, cjoint, erer, fpp, frontier, mfx, micEconAids, PeerPerformance, rdd, SAEval, systemfit, UnitStat, vars
Reverse imports: AFR, AgroR, AgroTech, aldvmm, apc, ARDL, ardl.nardl, autostsm, betareg, BinaryEPPM, ceser, chantrics, chipPCR, clusterSEs, conleyreg, ConvergenceClubs, Countr, CountsEPPM, crwbmetareg, describedata, DHARMa, DIDmultiplegtDYN, dLagM, drcte, dynamac, dynlm, earlywarnings, envalysis, EQUALSTATS, ExactMed, ExPanDaR, fglsnet, FindIt, forecast, fRegression, FSA, funtimes, gcmr, GenericML, georob, GLMpack, glmx, gravity, grf, GVARX, GWASTools, HanStat, iCheck, iClick, interflex, invacost, ivreg, lmviz, lpirfs, maicplus, metadeconfoundR, MicrobiomeSurv, mixpoissonreg, mkin, mlogit, ModTools, monotonicity, movementsync, My.stepwise, NormData, OneSampleMR, OOS, optic, pbANOVA, pGRN, plm, prais, promotionImpact, PRSPGx, pubh, pwr2ppl, rcompanion, RCPA3, rddapp, rddtools, RegAssure, REndo, RESI, sampcompR, Seurat, smoothAPC, sovereign, SPARTAAS, SpatialRDD, speccurvieR, tableeasy, timeOmics, trafo, vcd, vglmer
Reverse suggests: BFpack, BrailleR, broom, bruceR, car, censReg, CLVTools, crch, ctqr, dce, desk, ergmito, 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, oglmx, parameters, pder, performance, pglm, POUMM, pscl, psychomix, R2MLwiN, Rchoice, Rcmdr, rempsyc, rineq, sampleSelection, sandwich, sfaR, SGDinference, skedastic, sketching, skpr, spatialreg, Statsomat, strucchange, strucchangeRcpp, subgxe, summclust, texreg, tidyfit, unitquantreg, vcdExtra, VisCollin, wpa
Reverse enhances: stargazer

Linking:

Please use the canonical form https://CRAN.R-project.org/package=lmtest to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.