[R] Heteroskedasticity test

[Ritwik Sinha]

you may also try to levene test. Once again i think it is for a known
change point.

http://finzi.psych.upenn.edu/R/library/car/html/levene.test.html

On 9/30/06, Achim Zeileis <Achim.Zeileis at wu-wien.ac.at> wrote:
> On Fri, 29 Sep 2006, Alberto Monteiro wrote:
>
> > Is there any heteroskedasticity test in the package? Something
> > that would flag a sample like
> >
> >  x <- c(rnorm(1000), rnorm(1000, 0, 1.2))
>
> The package lmtest contains several tests for heteroskedasticity, in
> particular the Breusch-Pagan test (and also the Goldfeld-Quandt test for
> known change point). Furthermore, some of the structural change tests in
> strucchange can be used to test for non-constant variances, e.g, the
> Nyblom-Hansen test.
> Z
>
> > Alberto Monteiro
> >
> > ______________________________________________
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> > and provide commented, minimal, self-contained, reproducible code.
> >
> >
>
> ______________________________________________
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> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>


-- 
Ritwik Sinha
Graduate Student
Epidemiology and Biostatistics
Case Western Reserve University
ritwik.sinha at gmail.com | +12163682366 | http://darwin.cwru.edu/~rsinha