ConoverMulti: ConoverMulti
In PooledMeanGroup: Pooled Mean Group Estimation of Dynamic Heterogenous Panels

Description Usage Arguments Details Value Author(s) Examples

Tests for homoscedasticity among subsamples k within a particular group i (note that the Conover test is a non-parametric test)

1	ConoverMulti(residuals, subsample)

`residuals`	residuals for group i
`subsample`	the vector of c(s1i, s2i,..., ski), where s1i+s2i+...+ski=Ti (i.e., the vector divides a particular group i into subsamples)

Calculates chi-squared statistic with a prob

Chi-squared statistic with a prob

Lech Kujawski, Piotr Zientara

# creating artificial variables
x1=rnorm(30,0,1)
x2=rnorm(30,0,1)
e=rnorm(30,0,0.2)
y=1+2*x1+3*x2+e
# any model
model=lm(y~x1+x2)
# ConoverMulti
ExpConoverMulti=ConoverMulti(residuals=resid(model), subsample=c(10,10,10))
ExpConoverMulti