NEWS in package ‘lmtest’

Changes in version 0.9-30

coeftest(), lrtest(), and waldtest() can now also be used for S4 objects provided that methods to the corresponding S4 generics from stats4 are supplied.
Added output of examples and vignettes as .Rout.save for R CMD check.
Moved vignette to "vignettes" directory in source package.

dwtest() now catches weighted regressions and throws an error because weighted regressions are not supported (yet).
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.

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

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

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

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

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.

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

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.
simplified print output in coeftest()

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).
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).
the vcov argument was changed (almost) everywhere to vcov. to avoid name clashes with the vcov() function.