Econometrics ...

Is there a package available for R which generates output commonly used
by econometricians (eg., the Durbin-Watson statistic for serial
correlation in regression residuals)?  I'm pretty sure most of the stuff
is out there in assorted packages, under different names.  However, it
would make my life, and that of my students, easier if it was all in one
package.

Dear John,

The car package has some things that may be of use to you, including 
Durbin-Watson statistics (with p-values) and heteroscedasticity-corrected 
coefficient covariance matrices. The sem package has some functions for 
fitting structural-equation models.

I hope that this is of help,
  John


-----------------------------------------------------
John Fox
Department of Sociology
McMaster University
Hamilton, Ontario, Canada L8S 4M4
email: jfox at mcmaster.ca
phone: 905-525-9140x23604
web: www.socsci.mcmaster.ca/jfox
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