search for: ncvtest

Hi all, I'm getting contradictory results from bptest and ncvTest on a model calculated by GLS as: olslm = lm(log(rr)~log(aloi)*reg*inv, data) varlm = lm(I(residuals(olslm)^2)~log(aloi)*reg*inv, data) glslm = lm(log(rr)~log(aloi)*reg*inv, data, weights=1/fitted(varlm)) Testing both olslm and glslm with both ncvTest and bptest gives: > ncvTest(olslm) Non-con...

...ginal authors and released it in a package that conflicted with the original license. Also, the implementation did not check for potential problems with dummy variables or interactions mentioned above. So the bptest() implementation from "lmtest" is really recommend. Or alternatively ncvTest() from package "car". > Hope this helps. > > Sacha > > > > > > ________________________________ > De : Deepak Singh <sdeepakrhelp at gmail.com> > ? : r-help at r-project.org > Envoy? le : Lundi 4 avril 2016 10h40 > Objet : [R] Test for Homosc...

...seems that some forms of penalized splines can address heteroscedasticity while others cannot and I'm not sure what is true of the methods used in mgcv. (2) Assuming that heteroscedasticity is a problem for the mgcv GAMs, can anyone recommend a good test implementation? I am familiar with the ncvTest method implemented in the car package but that applies only to lms. On 27 October 2013 11:00, <r-help-request@r-project.org> wrote: > Send R-help mailing list submissions to > r-help@r-project.org > > To subscribe or unsubscribe via the World Wide Web, visit >...

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

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)

Buen dia!! Pues me encuentro trabajando con un conjunto de datos simulados que se ajustan a un modelo Ar(1) y pues queria saber si existe un comando para realizarle una prueba de homocedasticidad, pues la prueba que hay en el R es la bartlett.test pero pues no estoy muy seguro para usarla. Gracias [[alternative HTML version deleted]]

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

...seems that some forms of penalized splines can address heteroscedasticity while others cannot and I'm not sure what is true of the methods used in mgcv. (2) Assuming that heteroscedasticity is a problem for the mgcv GAMs, can anyone recommend a good test implementation? I am familiar with the ncvTest method implemented in the car package but that applies only to lms. Thank you, Collin Lynch.