Hi r-programmers,
I performe Breusch-Pagan tests (bptest in package lmtest) to check the
homoscedasticity of the residuals from a linear model and I carry out carry
out White's test via
bptest (formula, ~ x * z + I(x^2) + I(z^2)) include all regressors and the
squares/cross-products in the auxiliary regression.
But what can I do if I want find coefficient and p-values of variables x, z,
x*z, I(x^2), I(z^2) ? **I wish find out which is responsible of
heteroscedasticity...
Can anyone help?
thanking you in advance,
Gautier RENAULT
[[alternative HTML version deleted]]
_______________________________________________
[email protected] mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-teaching
