Anthony Lopez
2010-Apr-05 20:34 UTC
[R] contradictory output between ncv.test() and gvlma()
Can anyone tell me why the ncv.test output and the gvlma output would be contradictory on the question of heteroscedasticity? Below, the ncv.test output reveals a problem with heteroscedasticity, but the gvlma output says that the assumptions are acceptable. How is this reconciled?> ncv.test(defmodA)Non-constant Variance Score Test Variance formula: ~ fitted.values Chisquare = 7.360374 Df = 1 p = 0.00666769> gvlma(defmodA)Call: lm(formula = DefPunWmn1 ~ DefPersBenef, data = Data) Coefficients: (Intercept) DefPersBenef 1.2579 0.1572 ASSESSMENT OF THE LINEAR MODEL ASSUMPTIONS USING THE GLOBAL TEST ON 4 DEGREES-OF-FREEDOM: Level of Significance = 0.05 Call: gvlma(x = defmodA) Value p-value Decision Global Stat 37.3746 1.508e-07 Assumptions NOT satisfied! Skewness 32.8916 9.744e-09 Assumptions NOT satisfied! Kurtosis 2.6248 1.052e-01 Assumptions acceptable. Link Function 0.3684 5.439e-01 Assumptions acceptable. Heteroscedasticity 1.4899 2.222e-01 Assumptions acceptable. [[alternative HTML version deleted]]