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.