[R] Test for Homoscedesticity in R Without BP Test
varinsacha at yahoo.fr
Mon Apr 4 21:10:34 CEST 2016
In econometrics there is another test very often used : the white test.
The white test is based on the comparison of the estimated variances of residuals when the model is estimated by OLS under the assumption of homoscedasticity and when the model is estimated by OLS under the assumption of heteroscedastic.
The White test with R
Hope this helps.
De : Deepak Singh <sdeepakrhelp at gmail.com>
À : r-help at r-project.org
Envoyé le : Lundi 4 avril 2016 10h40
Objet : [R] Test for Homoscedesticity in R Without BP Test
I am doing a project on multiple linear model fitting and in that project I
have to test Homoscedesticity of errors I have google for the same and
found bptest for the same but in R version 3.2.4 bp test is not available.
So please suggest me a test on homoscedesticity ASAP as we have to submit
our report on 7-04-2016.
P.S. : I have plotted residuals against fitted values and it is less or
Thank You !
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