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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 [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 |
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 |
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.