[R] the test result is quite different,why?
ronggui
0034058 at fudan.edu.cn
Sat Jun 4 04:59:14 CEST 2005
data:http://fmwww.bc.edu/ec-p/data/wooldridge/CRIME4.dta
> a$call
lm(formula = clcrmrte ~ factor(year) + clprbarr + clprbcon +
clprbpri + clavgsen + clpolpc, data = cri)
> bptest(a,st=F)
Breusch-Pagan test
data: a
BP = 34.4936, df = 10, p-value = 0.0001523
> bptest(a,st=T)
studentized Breusch-Pagan test
data: a
BP = 10.9297, df = 10, p-value = 0.363
> ncv.test(a)
$formula
~fitted.values
$formula.name
[1] "Variance"
$ChiSquare
[1] 1.163501
$Df
[1] 1
$p
[1] 0.2807406
$test
[1] "Non-constant Variance Score Test"
attr(,"class")
[1] "chisq.test"
>
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