grangertest
(Package: lmtest) :
Test for Granger Causality
grangertest is a generic function for performing a test for Granger causality.
● Data Source:
CranContrib
● Keywords: htest
● Alias: grangertest, grangertest.default, grangertest.formula
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bptest
(Package: lmtest) :
Breusch-Pagan Test
Performs the Breusch-Pagan test against heteroskedasticity.
● Data Source:
CranContrib
● Keywords: htest
● Alias: bptest
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petest
(Package: lmtest) :
PE Test for Linear vs. Log-Linear Specifications
petest performs the MacKinnon-White-Davidson PE test for comparing linear vs. log-linear specifications in linear regressions.
● Data Source:
CranContrib
● Keywords: htest
● Alias: petest
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waldtest
(Package: lmtest) :
Wald Test of Nested Models
waldtest is a generic function for carrying out Wald tests. The default method can be employed for comparing nested (generalized) linear models (see details below).
● Data Source:
CranContrib
● Keywords: htest
● Alias: waldtest, waldtest.default, waldtest.formula, waldtest.lm
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dwtest
(Package: lmtest) :
Durbin-Watson Test
Performs the Durbin-Watson test for autocorrelation of disturbances.
● Data Source:
CranContrib
● Keywords: htest
● Alias: dwtest
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coeftest
(Package: lmtest) :
Testing Estimated Coefficients
coeftest is a generic function for performing z and (quasi-)t tests of estimated coefficients.
● Data Source:
CranContrib
● Keywords: htest
● Alias: coeftest, coeftest.breakpointsfull, coeftest.default, coeftest.glm, coeftest.mlm, coeftest.survreg, print.coeftest
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harvtest
(Package: lmtest) :
Harvey-Collier Test
Harvey-Collier test for linearity.
● Data Source:
CranContrib
● Keywords: htest
● Alias: harvtest
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gqtest
(Package: lmtest) :
Goldfeld-Quandt Test
Goldfeld-Quandt test against heteroskedasticity.
● Data Source:
CranContrib
● Keywords: htest
● Alias: gqtest
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jtest
(Package: lmtest) :
J Test for Comparing Non-Nested Models
jtest performs the Davidson-MacKinnon J test for comparing non-nested models.
● Data Source:
CranContrib
● Keywords: htest
● Alias: jtest
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coxtest
(Package: lmtest) :
Cox Test for Comparing Non-Nested Models
coxtest performs the Cox test for comparing two non-nested models.
● Data Source:
CranContrib
● Keywords: htest
● Alias: coxtest
●
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