similar to: Heteroskedasticity test

I've been searching around for a function for computing the Brown-Forsythe F* statistic which is a substitute for the normal ANOVA F statistic for when there are unequal variances, and when there is evidence of non-normality. A couple of other people have asked this question, the responses I found have been: ?oneway.test However, that function appears to use the Welch W statistic which,

Hello, I am in Win-XP R:2.3.0 latest rtools and Perl - of today I got Rcmdr.HH source code and tried to compile it myself copy all directory to R/R-2.3.0/src/library/Rcmdr.HH from R/R-2.3.0/src/library I typed: ..\..\bin\R CMD build --force --binary --auto-zip Rcmdr.HH * checking for file 'Rcmdr.HH/DESCRIPTION' ... OK * preparing 'Rcmdr.HH': * checking DESCRIPTION meta-information

# R for Windows will not send your bug report automatically. # Please copy the bug report (after finishing it) to # your favorite email program and send it to # # r-bugs at r-project.org # ###################################################### The R documentation for "is.R" says "## 'which()' only exists in R:" This is no longer true. In S-Plus 8.0 >

Dear Richard,? Thank you very much for your reply. I went through the code and it worked. I was also able to change the colours.? I was wondering if I can change the legend position; instead of being in the bottom to be on the left side.? I tried the following but without any success strip = FALSE strip.right = TRUE likert(t(hellisheidi), ReferenceZero=.5, xlab="X-lab",

The software for my recent book Statistical Analysis and Data Display Richard M. Heiberger and Burt Holland http://springeronline.com/0-387-40270-5 is now available as an R package from the book's website. The package has been submitted to CRAN. Description: Support software for Statistical Analysis and Data Display (Springer, ISBN 0-387-40270-5). This contemporary

The messages are visible in 2.6.0dev The same commands in 2.4.1 work without warning messages. I am using the HH_1.18-1 from R_2.4.1 with both R versions and not the current HH_2.1-3 version$version.string installed.packages()[c("grid","lattice", "HH"),3] ## library(HH) library(lattice, lib.loc="C:/PROGRA~1/R/R-2.4.1/library") hotdog <-

# Your mailer is set to "none" (default on Windows), # hence we cannot send the bug report directly from R. # Please copy the bug report (after finishing it) to # your favorite email program and send it to # # r-bugs@r-project.org # ###################################################### Several libraries won't load with rw1090pat. MASS, which is included with the distribution,

Hi, I'm using maxlik with functions specified (L, his gradient & hessian). Now I would like determine some robust standard errors of my estimators. So I 'm try to use vcovHC, or hccm or robcov for example but in use one of them with my result of maxlik, I've a the following error message : Erreur dans terms.default(object) : no terms component Is there some attributes

## you may need to install HH install.packagess("HH") library(HH) hellisheidi <- read.table(text=" Component Sample1 Sample2 Sample3 CaO 45 52 48 SiO2 25 22 18 Al2O3 15 11 14 TiO2 6 5

I am returning this to the R-help list. Please keep followups on the list. Yes, it can be done. It is not currently easy because multcomp doesn't have the syntax yet. Making this easy is on Torsten's to-do list for the multcomp package. See the MMC.WoodEnergy example in the HH package. The current version on CRAN is HH_1.17. Please see the discussion of this example in R-help:

# Your mailer is set to "none" (default on Windows), # hence we cannot send the bug report directly from R. # Please copy the bug report (after finishing it) to # your favorite email program and send it to # # r-bugs@r-project.org # ###################################################### <<insert bug report here>> There are two bugs associated with graphics devices.

I'm creating a stacked bar chart using the likert command in the HH package. My data are in a data frame, with two numeric variables and a categorical variable, I can't get likert to use the column containing the categorical variable as a my y axis label. Here is a quick example: library(HH) #my data are:

Hi, I'm just starting out on R. I have an example data frame listed below. I have regressed Y on X1. lm(Y~X1). Would like to obtain the Brown-Forsythe test on residuals. I am unsure of how to conduct the following steps. (1) Inputting the residuals from regression into the data frame. (2) Splitting the groups above (X11) and below mean of X1 (X12) in the data frame. (3) Calculating the sum

Hello everyone, I'm working on a current linear model Y = a0 + a1* X1 + ... + a7*X7 + residuals. And I know that this model presents both heteroskedasticity (tried Breusch-Pagan test and White test) and residuals autocorrelation (using Durbin Watson test). Ultimately, this model being meant to be used for predictions, I would like to be able to remove this heteroskedasticity and residuals

Hello there, I have a linear regression model for which I estimated heteroskedasticity-robust (Huber-White) standard errors using the coeftest function in the lmtest-package. Now I would like to inspect the predicted values of the dependent variable for particular groups and include a confidence interval for this prediction. My question: is it possible to estimate confidence intervals for the

# Your mailer is set to "none" (default on Windows), # hence we cannot send the bug report directly from R. # Please copy the bug report (after finishing it) to # your favorite email program and send it to # # r-bugs@r-project.org Reproducible Rterm crash. I drew a complicated graph, then resized the graphics window. R reported > Insufficient memory for resize. Killing device

Hello guys! Sorry to bother with such a question I was trying to generate a monte carlo simulation with heteroskedasticity errors. but I am not sure if the command line that I had wrote is quite correct. the type of heteroskedasticity that I want to create is such as var(e) = var(x^4) I began my work with this x<- rnorm (100, 2,0.4) # generating an indepedent random variable e<-

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

Hello all, I'm hoping someone can help clarify how the survey design method works in R. I currently have a data set that utilized a complex survey design. The only thing is that only the weight is provided. Thus, I constructed my survey design as: svdes<-svydesign(id=~1, weights=~weightvar, data=dataset) Then, I want to run an OLS model, so: fitsurv<-svyglm(y~x1+x2+x3...xk,

Hey Guys, i want to do a CAPM-GARCH model. I didn?t find anything posted online. (If there is something - shame on me - i didn?t find it.) My Problem: What is the difference if I let the residuals ?e? follow a garch process ? How do I do my regression analysis now? I began reading about regression analyis with heteroscedasticity, but didn?t get it. So i started programming. First