[R] Whites test

Achim Zeileis
Thu, 08 Dec 2011 15:04:15 -0000

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.
>