Testing Linear Regression Models

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Documentation for package ‘lmtest’ version 0.9-40

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

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