search for: lmtest

Dear editor: I'm writing this letter to enquire where can I download the package of "lmtest". Can you send me this package? THanks a lot. Best regards, Shu-Fei Wu

Hi, I installed the package r-cran-lmtest in a Debian Sid but I can't use it. I typed "lmtest" but nothing occur. Any help? Thanks. -- S?vio Martins Ramos - Arquiteto Rio de Janeiro ICQ 174972645 Pirataria n?o! Seja livre: Linux http://www.debian.org

Hi everyone, I've downloaded the lmtest package, but I'm having trouble building it. Here's the output: copland:/home/wilson/tmp# R CMD INSTALL -l /usr/lib/R/library lmtest_0.9-0.tar.gz * Installing *source* package 'lmtest' ... ** libs g77 -fPIC -g -O2 -c pan.f -o pan.o gcc -shared -o lmtest.so pan.o -L/usr/lib/gc...

Hi everyone! I am beginner in using R, so please excuse easy questions in advance. I want to reproduce results from the data available in the lmtest-package. That?s the failure code I get: > data(bondyield) Warning message: file 'bondyield.rda' has magic number 'RDX1' Use of save versions prior to 2 is deprecated Can anyone help me? Thanks in advance! Henning -- View this message in context: http://www.nabble.com/da...

...aring means. obviously this can be done by the simple t.test respectively the welch test, if var.equal is set to FALSE. just like this t.test( Y ~ group) t.test( Y ~ group, var.equal = FALSE) now that i need to compare weighted means i am using the lm function as an adjusted t-test: like lmtest <- ( Y ~ group ) anova(lmtest) lmtest$fitted.values[data$group==1] lmtest$fitted.values[data$group==0] basically this delivers just the same means and p.value like the test with equal variance. and here's where my problem is...: checking bartletts test and the var.test i found that the...

In my own package, I want to use the default S3 method of the generic function lrtest() from the lmtest package. Since I need only one function from lmtest, I tried to use importFrom in my NAMESPACE: importFrom(lmtest, lrtest) However, this fails R CMD check in the examples: Error in UseMethod("lrtest") : no applicable method for 'lrtest' applied to an object of class "...

Hi, P-values in Durbin-Watson test obtained through the use of functions available in packages "lmtest" and "car" are different. The difference is quite significant. function "dwtest" in "lmtest" is much faster than "burbinwatson" in "car". Actually, you can take a nap while the latter trying to calculated Durbin-Watson test. My question is whic...

Dear R users, there is a new version of the package `lmtest' for testing linear regression models on CRAN. Except for a couple of minor bug fixes, there are essentially these new features: o added Breusch-Godfrey test for serial correlation (thanks to David M. Mitchell who provided the initial version of the code for bgtest) o new data sets...

Hi I'm very new to R but have plenty of experience with statistics and other packages like SPSS, SAS etc. I have a dataset of around 20 columns and 200 rows. I'm trying to fit a very simple linear model between two variables. Having done so, I want to test the model for heteroscedasticity using the Breusch-Pagan test. Apparently this is easy in R by simply doing bptest(modelCH,

...ne knows why would happen like this? Is it caused by the snow package and something happened when "snow" parallelize the job? Other than load the package once more with in the foreach loop, is there any other solutions? Here's an example about what i said: # install.packages("lmtest") # install.packages("doSNOW") require(lmtest) require(foreach) require(doSNOW) rm(list=ls(all=TRUE)) # load the data data(Mandible) # run the OLS and compute the SD # no problem at all coeftest(lm(length ~ age, data=Mandible, subset=(age <= 28))) # Do the same thing twice wi...

Hello R-Help, ----------------------------------------------------------------------------------------------------------------------------------------- Issues (there are 2): 1) Possible bug when using lmtest::encomptest() with a linear model created using nlme::lmList() 2) Possible modification to lmtest::encomptest() to fix confusing fail when models provided are, in fact, nested. I have had a look around the web and in R-devel, but not been able to find any references to these issues. ----------...

Dear R-listers, It seems that predict() behaves differently within panel.xyplot. Am I doing something stupid? Thanks, Carlisle First, without xyplot(): > lmtest <- lm(t~s,data=subset(P100,whichLon100==1 & whichLat100==1)) > lmtest Call: lm(formula = s ~ t, data = subset(P100, whichLon100 == 1 & whichLat100 == 1)) Coefficients: (Intercept) t 33.3307 0.1393 > range(P100$t) [1] 4.050469 24.514543 >> predict(lm...

...t statusERROR: dependency ‘Hmisc’ is not available for package ‘rms’* removing ‘/home/clive/R/i686-pc-linux-gnu-library/2.15/rms’Warning in install.packages : installation of package ‘rms’ had non-zero exit status The downloaded source packages are in ‘/tmp/RtmpUFK3Hz/downloaded_packages’ and for -lmtest- > install.packages("lmtest")Installing package(s) into ‘/home/clive/R/i686-pc-linux-gnu-library/2.15’(as ‘lib’ is unspecified)trying URL 'http://cran.ma.imperial.ac.uk/src/contrib/lmtest_0.9-30.tar.gz'Content type 'application/x-gzip' length 176106 bytes (171 Kb)opened...

Dear useRs, a new version of the lmtest package is available from CRAN. Thanks to Giovanni Millo who provided the initial versions of several new functions (and many helpful discussions), there is new functionality for the comparison of nested and non-nested linear models. For non-nested model comparisons, the Cox test, encompassing tes...

Dear useRs, a new version of the lmtest package is available from CRAN. Thanks to Giovanni Millo who provided the initial versions of several new functions (and many helpful discussions), there is new functionality for the comparison of nested and non-nested linear models. For non-nested model comparisons, the Cox test, encompassing tes...

...{aidsEst} in package [micEcon] to do an AIDS model now. So far, everything is good. But I want to test the auto correlation and heteroskedasticity of the individual equation from AIDS demand system. How can I return the individual equation? PS: serial correlation test is {bgtest} in package [lmtest] and heteroskedasticity is {bptest} in package [lmtest], both of which need the object of formula. Thank you for your answer. Christina [[alternative HTML version deleted]]

...ugh X11 - first without weights, then with weights: regtest1<-lm(Y~., data=mysample[-13])) regtest2<-lm(Y~., data=mysample[-13]),weights=mysample$weight) summary(regtest1) summary(regtest2) Then I calculate Durbin-Watson for both regressions using 2 different packages: library(car) library(lmtest) durbinWatsonTest(regtest1)[2] dwtest(regtest1)$stat durbinWatsonTest(regtest2)[2] dwtest(regtest2)$stat When there are no weights, the Durbin-Watson statistic is the same. But when there are weights, 2 packages give Durbin-Watson different statistics. Anyone knows why? Also, it's interestin...

...-seq.POSIXt(from = as.POSIXct("2020-08-20 09:30:00"),to = as.POSIXct("2020-08-20 15:59:00"),by='min') data<-xts(x=data$PRICE,order.by=tm) data <- as.data.table(data) setnames(data,c('index'),c('DT')) setnames(data,c('V1'),c('PRICE')) LMtest <- intradayJumpTest(pData = data,volEstimator = "RM", driftEstimator = "none",RM = "bipower", lookBackPeriod = 20,on = 'minutes', k = 5, marketOpen = "09:30:00",marketClose = "15:59:00") plot(LMtest) However, the error is that ''...

...m returned by lm means? I assumed it mean the regression model - but I'm not sure how to enter this in. I have tried y~a+b but this is not working. I have also tried saving the regression results and entering these, but again this is incorrect. This language is from the following: lm.LMtests(model, listw, zero.policy=FALSE, test="LMerr", spChk=NULL) Arguments model - an object of class lm returned by lm listw - a listw object created for example by nb2listw, expected to be row-standardised (W-style) Any help is welcomed. Thanks. -Jill *********************************...

...gionality and residuals. I test for normality of residuals using shapiro.test(), but I can't test for autocorrelation and heteroskedasticity. Is there a way to perform Durbin-Watson test and Breusch-Pagan test (or other simalar tests) for time series? I find dwtest() and bptest() in the package lmtest, but it requieres an lm object, while I've a ts object. Any help will be appreciated. Best Vito ===== Diventare costruttori di soluzioni Visitate il portale http://www.modugno.it/ e in particolare la sezione su Palese http://www.modugno.it/archivio/cat_palese.shtml