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? Thanks a lot! /Richard -- View this message in context: http://r.789695.n4.nabble.com/Whites-test-tp4172741p4172741.html Sent from the R help mailing list archive at Nabble.com.
Whites test
3 messages · RToss, Peter Dalgaard, Achim Zeileis
On Dec 8, 2011, at 14:32 , 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? Thanks a lot! /Richard
Seems that there is a white.test in the bstats package. (And also a bp.test which might be a better idea if there is a sizable number of predictors.)
Peter Dalgaard, Professor Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Email: pd.mes at cbs.dk Priv: PDalgd at gmail.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 -- View this message in context: http://r.789695.n4.nabble.com/Whites-test-tp4172741p4172741.html Sent from the R help mailing list archive at Nabble.com.
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