Message-ID: <alpine.DEB.2.02.1112081603080.12214@paninaro.uibk.ac.at>
Date: 2011-12-08T15:04:15Z
From: Achim Zeileis
Subject: Whites test
In-Reply-To: <1323351155720-4172741.post@n4.nabble.com>
On Thu, 8 Dec 2011, RToss wrote:
> Hi all!
>
> I am quite new to R, and therefore in the need for som help.
> I want to perform a Whites test for my OLS, how is this accomplished?
You can use bptest() from the "lmtest" package and then supplying
interactions and quadratic terms of all regressors for the auxiliary
regression.
See example("CigarettesB", package = "AER") for a worked example.
Z
> Thanks a lot!
>
> /Richard
>
>
> --
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