[R] Whites test

peter dalgaard
Thu, 08 Dec 2011 14:42:04 -0000

On Dec 8, 2011, at 14:32 , 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?
>
> Thanks a lot!
>
> /Richard
>

Seems that there is a white.test in the bstats package. (And also a bp.test
which might be a better idea if there is a sizable number of predictors.)

--
Peter Dalgaard, Professor
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Email: pd.mes at cbs.dk  Priv: PDalgd at gmail.com