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.


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("lmtest")

0.9-40 by Achim Zeileis, 5 years ago


Browse source code at https://github.com/cran/lmtest


Authors: Torsten Hothorn [aut] , Achim Zeileis [aut, cre] , Richard W. Farebrother [aut] (pan.f) , Clint Cummins [aut] (pan.f) , Giovanni Millo [ctb] , David Mitchell [ctb]


Documentation:   PDF Manual  


GPL-2 | GPL-3 license


Imports graphics

Depends on stats, zoo

Suggests car, strucchange, sandwich, dynlm, stats4, survival, AER


Imported by AFR, ARDL, AgroR, AgroTech, BAQM, BasicStatsPlots, BinaryEPPM, CLRtools, CMatching, ClusterRandSSAdj, ConvergenceClubs, CountsEPPM, DHARMa, DIDmultiplegtDYN, DeltaTools, EQUALSTATS, EcoMetrics, EconCausal, EmpiricalDynamics, EstimateBreed, ExPanDaR, ExactMed, FSA, FindIt, GLMpack, GREENREG, GWPR.light, GenericML, HanStat, MAARTS, MLCausal, ManyIVsNets, MicrobiomeSurv, ModLR, ModTools, My.stepwise, NonlinearDiD, NormData, OneSampleMR, PeerPerformance, PublicationBiasBenchmark, RCPA3, REPS, RESI, REndo, Rbearcat, RegAssure, SPARTAAS, Seurat, SimplexRegression, SpatialRDD, TrialEmulation, UKBAnalytica, ValCurvaR, agriDQ, aldvmm, ardl.nardl, ardlverse, artma, autostsm, betareg, causalQual, ceser, chantrics, chipPCR, conleyreg, crwbmetareg, ctlr, dLagM, describedata, discSurv, drcte, dryingkineticmodels, dynamac, dynlm, envalysis, fRegression, fglsnet, forecast, funtimes, gcmr, georob, glmx, gravity, grf, gtregression, iClick, interflex, invacost, ivreg, kardl, linreg, lmviz, lpirfs, maicplus, metadeconfoundR, mixpoissonreg, mkin, mlogit, modeldiag, monotonicity, movementsync, optic, ovbsa, pGRN, pbANOVA, pcdid, plm, postshock, promotionImpact, pubh, pwr2ppl, rcompanion, rddapp, rddtools, sampcompR, simglm, speccurvieR, statAPA, statuser, tableeasy, treeclim, uncertainUCDP, varGuid, vcd, vglmer, winn.

Depended on by AER, SAEval, UnitStat, bootkmeans, cjoint, clusterSEs, erer, frontier, mfx, micEconAids, systemfit, vars.

Suggested by ALDEx3, BFpack, BioStatR, CLVTools, Countr, FinTS, HawaSpatial, KOTORY, LRTesteR, NHSRdatasets, R2MLwiN, Rchoice, Rcmdr, SGDinference, VeraCrop, VisCollin, broom, bruceR, car, censReg, citsr, convergenceDFM, crch, csdm, ctqr, dda, easytable, ergmito, facmodCS, facmodTS, falsifyr, fddm, finalfit, fixedCV, fwb, fxregime, getspanel, ggadjustedforest, gmnl, goldfish, gspcr, heplots, heteroTests, huxtable, insight, inters, ivx, lmtestrob, lmw, meboot, mhurdle, micsr, modelsummary, momentfit, mpae, multcomp, multiwayvcov, pams, parameters, parglm, pder, performance, pglm, prais, prepost, pscl, psychomix, psychotools, raiseR, rempsyc, rineq, ripserr, sampleSelection, sandwich, sfa, sfaR, singleRcapture, skedastic, sketching, skpr, smfa, spatialreg, spicy, strucchange, strucchangeRcpp, texreg, tidylearn, tptest, tulpa, unitquantreg, valueprhr, vcdExtra, vivainsights, wpa.

Enhanced by stargazer.


See at CRAN