sylvain willart
2014-Aug-06 11:47 UTC
[R] Breusch-Pagan heterosckedasticity test for mixed models - does it exist ?
Hi everyone, I'm asked to perform a heteroskedasticity test for a model, Usually, I use lmtest:bptest and it works fine, But this model I have to test was estimated using nlme:lme, and the bptest function seems to complain about it (no R-Squared I guess?), So I wonder: Does it exist a bptest for mixed models (or is it only available with OLS estimated models) ? Pinheiro and Bates only perform a graphical test in their book, then correct the VarCov matrix, and test wether the new model significantly improves the uncorrected one. Is it the only way to go? Thanks for any inputs, Sÿlv [[alternative HTML version deleted]]