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: 0.9-27
Depends: R (≥ 2.1.0), stats, zoo
Imports: stats, graphics
Suggests: car, strucchange, sandwich, dynlm, survival
Published: 2010-07-26
Author: Torsten Hothorn, Achim Zeileis, Giovanni Millo, David Mitchell
Maintainer: Achim Zeileis <Achim.Zeileis at R-project.org>
License: GPL-2
Citation: lmtest citation info
In views: Econometrics, Finance, SocialSciences
CRAN checks: lmtest results

Downloads:

Package source: lmtest_0.9-27.tar.gz
MacOS X binary: lmtest_0.9-27.tgz
Windows binary: lmtest_0.9-27.zip
Reference manual: lmtest.pdf
Vignettes: Diagnostic Checking in Regression Relationships
News/ChangeLog:NEWS
Old sources: lmtest archive

Reverse dependencies:

Reverse depends: AER, dcv, dynlm, erer, frontier, micEconAids, mlogit, nlrwr, systemfit, termstrc, vars
Reverse imports: betareg
Reverse suggests: Ecdat, FinTS, IPSUR, Rcmdr, RcmdrPlugin.IPSUR, betareg, car, fxregime, meboot, multcomp, pglm, plm, pscl, sandwich, strucchange, vcdExtra