[R] [R-pkgs] update: lmtest 0.9-10

Achim Zeileis Achim.Zeileis at R-project.org
Thu Apr 28 12:58:49 CEST 2005


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 comparisons, there is the function waldtest() which
allows convenient specification of the models and into which H(A)C
estimates can be plugged. Thus, waldtest() can be seen as the
`econometric' counterpart to the anova() method, just as coeftest() can
be seen as the `econometric' counterpart of summary() for "lm" objects.

Best wishes,
Z

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