On Fri, 29 Sep 2006, Alberto Monteiro wrote:
Is there any heteroskedasticity test in the package? Something
that would flag a sample like
x - c(rnorm(1000), rnorm(1000, 0, 1.2))
The package lmtest contains several tests for heteroskedasticity, in
particular the Breusch-Pagan test (and also
you may also try to levene test. Once again i think it is for a known
change point.
http://finzi.psych.upenn.edu/R/library/car/html/levene.test.html
On 9/30/06, Achim Zeileis [EMAIL PROTECTED] wrote:
On Fri, 29 Sep 2006, Alberto Monteiro wrote:
Is there any heteroskedasticity test in the
Is there any heteroskedasticity test in the package? Something
that would flag a sample like
x - c(rnorm(1000), rnorm(1000, 0, 1.2))
Alberto Monteiro
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R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do
The Brown-Forsyth test for homogeneity of variance is included in
the HH package, downloadable from CRAN.
library(HH)
x - c(rnorm(1000), rnorm(1000, 0, 1.2))
tmp - data.frame(x=x, group=rep(c(s1,s1.2), c(1000,1000)))
plot.hov(x ~ group, data=tmp)
hov(x ~ group, data=tmp)
