https://github.com/cran/lmtest
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Tip revision: 53970bce858228607f918a60214d8e1969b5a604 authored by Achim Zeileis on 09 September 2020, 04:30:11 UTC
version 0.9-38
Tip revision: 53970bc
NEWS
Changes in Version 0.9-38

  o coeftest.default() now includes attributes for "nobs" and "logLik" provided
    that nobs() and logLik() extractors are available. This is in order to
    facilitate model summaries a la broom::glance for "coeftest" objects
    (suggested by Grant McDermott). The attributes can be extracted again
    from the coeftest object with nobs() and logLik(), respectively.
    
  o Optionally, the entire original model object x is saved as an attribute
    "object" in coeftest(x, save = TRUE). Like nobs/logLik above, this should
    also facilitate model summaries.

  o waldtest.default() is stricter about detecting non-nestedness of models,
    e.g., when under the alternative variables are added but the intercept
    dropped.
    
  o waldtest.lm() now uses . ~ 0 as the default reference model if waldtest(object)
    tests an object without intercept (suggested by Kevin Tappe).


Changes in Version 0.9-37

  o coeftest() gained a "df" attribute facilitating subsequent processing
    of its output, e.g., for computing the corresponding confidence intervals.
    Suggested by Alex Hayes in https://github.com/tidymodels/broom/issues/663.
    
  o Based on the new "df" attribute of "coeftest" objects, a method for
    confint() is added. confint(coeftest(object, ...)) should match the output
    of coefci(object, ...).

  o Based on the new "df" attribute of "coeftest" objects, a method for
    df.residual() is added. df.residual(coeftest(object, ...)) returns NULL
    if a normal (rather than t) approximation was used in
    coeftest(object, ...) even if df.residual(object) returned something
    different.


Changes in Version 0.9-36

  o resettest() gained a vcov and ... argument that - if present - are
    passed to waldtest() to carry out the F test. This enables the
    usage of robust sandwich covariances etc.

  o Various documentation improvements suggested by Kevin Tappe.

  o Added native routine registration for pan.f.


Changes in Version 0.9-35

  o Added a new function coefci() to accompany coeftest() for computing
    the Wald confidence intervals for coefficients, e.g., based on
    sandwich covariances.
    
  o The default coeftest() method -- and also coefci() -- now pass the
    ... arguments on to the vcov.() function argument (if any).

  o Fixed bug in bptest() for degrees-of-freedom calculation when
    some regressors are aliased/collinear. Reported by Amrei Luise
    Stammann.

  o Various documentation improvements suggested by Kevin Tappe.


Changes in Version 0.9-34

  o Registered all default methods as S3 methods (in addition to fully
    exporting them).

  o Reference output updated for recent versions of R.


Changes in Version 0.9-33

  o Extended license to GPL-2 or GPL-3.

  o To make resettest() results numerically more reliable (especially
    for type = "fitted" when the fitted mean is large), the response
    is internally scaled.

  o The default coeftest() method checks whether coef() and vcov()
    output has unique names (which they may not have for some model
    classes, e.g., sampleSelection::selection).


Changes in Version 0.9-32

  o Small improvements in residual degrees of freedom computation
    within default waldtest() method.

  o Updated Imports/Suggests to conform with current R CMD check.


Changes in Version 0.9-31

  o Included Farebrother/Cummins as "aut" in DESCRIPTION for pan.f
    Fortran code.

  o Made starting values in the auxiliary regression of bgtest()
    optional. By default still 0, but could also be NA.

  o Avoid spurios errors about missing nobs() methods in lrtest().


Changes in Version 0.9-30

  o coeftest(), lrtest(), and waldtest() can now also be used for
    S4 objects provided that methods to the corresponding S4 generics
    from stats4 are supplied.

  o Added output of examples and vignettes as .Rout.save for
    R CMD check.

  o Moved vignette to "vignettes" directory in source package.


Changes in Version 0.9-29

  o dwtest() now catches weighted regressions and throws an error
    because weighted regressions are not supported (yet).
    
  o bgtest() now returns an object of class "bgtest" (inheriting from
    "htest"). This has coef(), vcov() and df.residual() methods
    - and thus enable calling coeftest() - to show the results of the
    auxiliary regression.


Changes in Version 0.9-28

  o Fixed typo in print output of dwtest() for two-sided alternatives.
  
  o Fixed problem in coeftest() method for "breakpointsfull" objects
    (from strucchange). The vcov() method was not called correctly,
    resulting in an error.


Changes in Version 0.9-27

  o Modified grangertest() default method to workaround a bug
    in as.zoo().


Changes in Version 0.9-26

  o added coeftest() method for "mlm" objects
    (needed for matching coef() output to vcov() method)


Changes in Version 0.9-25

  o enhanced documentation for new Rd parser.


Changes in Version 0.9-24

  o Added new specification test: PE test for linear vs.
    log-linear specification in linear regressions is
    now available as petest().


Changes in Version 0.9-23

  o enhanced documentation for new Rd parser.


Changes in Version 0.9-22

  o included lmtest.bib in inst/doc for vignette.

  o removed \itemize in .Rd files for new R-devel.


Changes in Version 0.9-21

  o corrected degrees of freedom for bgtest(..., type = "F")
    (bug spotted by Oscar Becerra).
    

Changes in Version 0.9-20

  o fixed error in Mandible data. Mandible[158,2] was 34 but
    should really be 37 (see Table 1 in Royston & Altman 1994).
    Spotted by Christian Ritz.


Changes in Version 0.9-19

  o changed the default behaviour of waldtest.default():
    Chisq test (instead of F test) is now used by default
    which is more sensible for most models (with linear
    models as a notable exception).

  o added waldtest.lm() method that switches the default
    test back to F test (instead of Chisq test).


Changes in Version 0.9-18

  o forgot to export print() method for "coeftest" objects


Changes in Version 0.9-17

  o added NAMESPACE

  o improved dependency declaration in DESCRIPTION


Changes in Version 0.9-16

  o updated all .rda data sets to RDX2

  o enhanced sanity checking in dwtest()


Changes in Version 0.9-15

  o new generic with flexible default method for lrtest(),
    implementing asymptotic likelihood ratio tests. This works
    if a logLik() method is provided and suitable methods for
    updating models and checking consistency.
    
  o simplified print output in coeftest()
  

Changes in Version 0.9-14

  o now a default method for waldtest() is provided (replacing the
    lm method). It works for "lm", "glm" and "survreg" objects.    
    Furtheremore, it is object-oriented and generally works if the
    following methods are available: terms(), formula(), coef() (which
    needs to be named, matching the names in terms() and vcov()),
    vcov() (which can alternatively be user-supplied), df.residual(),
    residuals() and update() (unless only fitted objects are supplied).
    
  o the default coeftest() was enhanced, works now out of the box for
    "mle" objects, a "survreg" method is added (needed because coef()
    and vcov() do not necessarily match for "survreg" objects).
    
  o the vcov argument was changed (almost) everywhere to vcov. to 
    avoid name clashes with the vcov() function.
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