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Hi r-programmers, I performe Breusch-Pagan tests (bptest in package lmtest) to check the homoscedasticity of the residuals from a linear model and I carry out carry out White's test via bptest (formula, ~ x * z + I(x^2) + I(z^2)) include all regressors and the squares/cross-products in the auxiliary regression. But what can I do if I want find coefficient and p-values of variables x, z, x*z,

Hello, Is there a way to perform a White test (testing heteroscedasticity) under R? Best regards, Afrae Hassouni

...e problems if there are already dummy variables, interactions, etc. in the regressor matrix. This is also the reason why bptest() from "lmtest" uses a different specification by default. However, you can utilize the function to carry out the White test as illustrated in: example("CigarettesB", package = "AER") (Of course, the AER package needs to be installed first.) > The White test with R > > install.packages("bstats") > library(bstats) > white.test(LinearModel) That package is no longer on CRAN as it took the code from bptest() without cre...

Hi Deepak, In econometrics there is another test very often used : the white test. The white test is based on the comparison of the estimated variances of residuals when the model is estimated by OLS under the assumption of homoscedasticity and when the model is estimated by OLS under the assumption of heteroscedastic. The White test with R install.packages("bstats") library(bstats)

Respected Sir, I am doing a project on multiple linear model fitting and in that project I have to test Homoscedesticity of errors I have google for the same and found bptest for the same but in R version 3.2.4 bp test is not available. So please suggest me a test on homoscedesticity ASAP as we have to submit our report on 7-04-2016. P.S. : I have plotted residuals against fitted values and it is