lmtest: Testing Linear Regression Models

線形回帰モデルの検証

> library(lmtest)

Error: package or namespace load failed for 'lmtest'

バージョン: 0.9.34

関数名	概略
`ChickEgg`	Chickens, Eggs, and Causality
`Mandible`	Mandible Data
`USDistLag`	US Macroeconomic Data
`bgtest`	Breusch-Godfrey Test
`bondyield`	Bond Yield
`bptest`	Breusch-Pagan Test
`coeftest`	Testing Estimated Coefficients
`coxtest`	Cox Test for Comparing Non-Nested Models
`currencysubstitution`	Currency Substitution
`dwtest`	Durbin-Watson Test
`encomptest`	Encompassing Test for Comparing Non-Nested Models
`ftemp`	Femal Temperature Data
`gqtest`	Goldfeld-Quandt Test
`grangertest`	Test for Granger Causality
`growthofmoney`	Growth of Money Supply
`harvtest`	Harvey-Collier Test
`hmctest`	Harrison-McCabe test
`jocci`	U.S. Macroeconomic Time Series
`jtest`	J Test for Comparing Non-Nested Models
`lrtest`	Likelihood Ratio Test of Nested Models
`moneydemand`	Money Demand
`petest`	PE Test for Linear vs. Log-Linear Specifications
`raintest`	Rainbow Test
`resettest`	RESET Test
`unemployment`	Unemployment Data
`valueofstocks`	Value of Stocks
`wages`	Wages
`waldtest`	Wald Test of Nested Models