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leycuras
2000 Dec 07
2
Heteroskedasticity in R
Hi all,
I just discovered R a couple of days ago and I must say it rocks. I've been
looking for heteroskedasticity tests and couldn't find any, however.
Particularly, I've been told in one of my courses on econometrics of White's
method (>< white.test()).
The test's statistic is beta / sqrt(W), where W is Var(beta) "? la White",
that is the beta(i) matrix is
2000 Dec 08
0
Re: R-help Digest V2 #283
R-help Digest wrote:
> ------------------------------
>
> Date: Thu, 07 Dec 2000 18:28:09 +0100
> From: Uwe Ligges <ligges at statistik.uni-dortmund.de>
> Subject: Re: [R] Heteroskedasticity in R
>
> Vincent Leycuras wrote:
> >
> > Hi all,
> >
> > I just discovered R a couple of days ago and I must say it rocks. I've been
> > looking for heteroskedasticity tests and couldn't find any, however.
> > Particularly, I've been told in one of my courses on econometrics...