R help - Sep 2010 - bptest

Hi

I'm very new to R but have plenty of experience with statistics and other
packages like SPSS, SAS etc.

I have a dataset of around 20 columns and 200 rows.   I'm trying to fit a
very simple linear model between two variables.   Having done so, I want to
test the model for heteroscedasticity using the Breusch-Pagan test.  
Apparently this is easy in R by simply doing

bptest(modelCH, data=KP) 

I've tried this but I'm told it cannot find function bptest.   It's
here
where I'm struggling.   I'm probably wrong but as far as I can see,
bptest
is part of the lm package which, as far as I know, I have installed.

Irrespective of the fact I'm not sure how to tell bptest which is the
dependent and explanatory variables - there's a more fundamental problem if
it can't find the bptest function.

I have searched the documentation - albeit briefly so if anyone could help
I'd be very grateful

Rob

QBE Management
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you have to load package {lmtest} first. That is,

library(lmtest)
bptest(modelCH, data=KP) 

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First load the package lmtest.  Then run the bptest.

library(lmtest)
bptest(modelCH)

You don't need to tell the function which variables are explanatory or  
dependent.  Just give it the fitted model object, and it will sort all  
of that out and return the statistic.

Andrew Miles
Department of Sociology
Duke University

On Sep 24, 2010, at 9:53 AM, robm wrote:
>
> Hi
>
> I'm very new to R but have plenty of experience with statistics and  
> other
> packages like SPSS, SAS etc.
>
> I have a dataset of around 20 columns and 200 rows.   I'm trying to  
> fit a
> very simple linear model between two variables.   Having done so, I  
> want to
> test the model for heteroscedasticity using the Breusch-Pagan test.
> Apparently this is easy in R by simply doing
>
> bptest(modelCH, data=KP)
>
> I've tried this but I'm told it cannot find function bptest.  
It's
> here
> where I'm struggling.   I'm probably wrong but as far as I can see,
> bptest
> is part of the lm package which, as far as I know, I have installed.
>
> Irrespective of the fact I'm not sure how to tell bptest which is the
> dependent and explanatory variables - there's a more fundamental  
> problem if
> it can't find the bptest function.
>
> I have searched the documentation - albeit briefly so if anyone  
> could help
> I'd be very grateful
>
> Rob
>
> QBE Management
> -- 
> View this message in context:
http://r.789695.n4.nabble.com/bptest-tp2553506p2553506.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.

Hi Rob,

I googled "cran bptest"
and the first hit was for package "lmtest".

I installed lmtest, loaded it up, and bptest is available there.
> require("lmtest")
Loading required package: lmtest
Loading required package: zoo
> bptest
function (formula, varformula = NULL, studentize = TRUE, data = list()) ...


So see if you can get package lmtest.

HTH

Cheers


Steven McKinney

________________________________________
From: r-help-bounces at r-project.org [r-help-bounces at r-project.org] On
Behalf Of robm [r.malpass at ntlworld.com]
Sent: September 24, 2010 6:53 AM
To: r-help at r-project.org
Subject: [R] bptest

Hi

I'm very new to R but have plenty of experience with statistics and other
packages like SPSS, SAS etc.

I have a dataset of around 20 columns and 200 rows.   I'm trying to fit a
very simple linear model between two variables.   Having done so, I want to
test the model for heteroscedasticity using the Breusch-Pagan test.
Apparently this is easy in R by simply doing

bptest(modelCH, data=KP)

I've tried this but I'm told it cannot find function bptest.   It's
here
where I'm struggling.   I'm probably wrong but as far as I can see,
bptest
is part of the lm package which, as far as I know, I have installed.

Irrespective of the fact I'm not sure how to tell bptest which is the
dependent and explanatory variables - there's a more fundamental problem if
it can't find the bptest function.

I have searched the documentation - albeit briefly so if anyone could help
I'd be very grateful

Rob

QBE Management
--
View this message in context:
http://r.789695.n4.nabble.com/bptest-tp2553506p2553506.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.