[R] Whites test

[Achim Zeileis]

On Thu, 8 Dec 2011, RToss wrote:

> Hi all!
>
> I am quite new to R, and therefore in the need for som help.
> I want to perform a Whites test for my OLS, how is this accomplished?

You can use bptest() from the "lmtest" package and then supplying 
interactions and quadratic terms of all regressors for the auxiliary 
regression.

See example("CigarettesB", package = "AER") for a worked example.
Z

> Thanks a lot!
>
> /Richard
>
>
> --
> View this message in context: http://r.789695.n4.nabble.com/Whites-test-tp4172741p4172741.html
> Sent from the R help mailing list archive at Nabble.com.
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>