search for: lmtests

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/gcc-lib/i386-linux/2.95.4 -lreadline -ldl -lncurses

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

Hi all, right now i am simply comparing 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)

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

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: mandible measurements in fetuses,

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,

Hi all, Within a foreach loop with doSNOW, we cant call functions which come from the non-default package. We need to load(require/library) the package once more within the foreach loop. Anyone 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

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

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

I think this is the fourth attempt to send this blessed message, so let's hope this gets through without any 'unprocessed' or 'ignored' in-lines on auto-reply. I wish to report to you some strange problems I'm experiencing with installing packages directly into my -R- 2.15.1 (there is an indirect solution, which I note below). First, here's some essential information:

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 test and J test are now available. For nested model

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 test and J test are now available. For nested model

Hi, R core team I am using the function {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

Hello! I have a data frame mysample (sorry for a long way of creating it below - but I need it in this form, and it works). I regress Y onto X1 through 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

Hello, My programming is as follows. library(highfrequency) library(data.table) library(xts) tm<-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'))

...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 **********************************...

Hi, I'm dealing with time series. I usually use stl() to estimate trend, stagionality 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