Description Usage Arguments Details Value Author(s) Examples
Tests for homoscedasticity
1 |
residuals |
residuals for group i |
subsample |
the vector of c(s1i, s2i), where s1i=Ti/2 and s2i=s1i+1 (if Ti is EVEN) or where s1i=Ti/2-0.5 and s2i=s1i+1 (if Ti is UNEVEN) |
nep |
the number of estimated parameters for group i |
Calculates F statistic with a prob
F statistic with a prob
Lech Kujawski, Piotr Zientara
1 2 3 4 5 6 7 8 9 10 |
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