inst/doc/heteroskedasticity.R

In olsrr: Tools for Building OLS Regression Models

## ----echo=FALSE, message=FALSE------------------------------------------------
library(olsrr)
library(ggplot2)
library(gridExtra)
library(nortest)
library(goftest)

## ----bartlett1----------------------------------------------------------------
ols_test_bartlett(hsb, 'read', group_var = 'female')

## ----bartlett2----------------------------------------------------------------
ols_test_bartlett(hsb, 'read', 'write')

## ----bp1----------------------------------------------------------------------
model <- lm(mpg ~ disp + hp + wt + drat, data = mtcars)
ols_test_breusch_pagan(model)

## ----bp2----------------------------------------------------------------------
model <- lm(mpg ~ disp + hp + wt + drat, data = mtcars)
ols_test_breusch_pagan(model, rhs = TRUE)

## ----bp3----------------------------------------------------------------------
model <- lm(mpg ~ disp + hp + wt + drat, data = mtcars)
ols_test_breusch_pagan(model, rhs = TRUE, multiple = TRUE)

## ----bp4----------------------------------------------------------------------
model <- lm(mpg ~ disp + hp + wt + drat, data = mtcars)
ols_test_breusch_pagan(model, rhs = TRUE, multiple = TRUE, p.adj = 'bonferroni')

## ----bp5----------------------------------------------------------------------
model <- lm(mpg ~ disp + hp + wt + drat, data = mtcars)
ols_test_breusch_pagan(model, rhs = TRUE, multiple = TRUE, p.adj = 'sidak')

## ----bp6----------------------------------------------------------------------
model <- lm(mpg ~ disp + hp + wt + drat, data = mtcars)
ols_test_breusch_pagan(model, rhs = TRUE, multiple = TRUE, p.adj = 'holm')

## ----score1-------------------------------------------------------------------
model <- lm(mpg ~ disp + hp + wt + qsec, data = mtcars)
ols_test_score(model)

## ----score2-------------------------------------------------------------------
model <- lm(mpg ~ disp + hp + wt + qsec, data = mtcars)
ols_test_score(model, rhs = TRUE)

## ----score3-------------------------------------------------------------------
model <- lm(mpg ~ disp + hp + wt + qsec, data = mtcars)
ols_test_score(model, vars = c('disp', 'hp'))

## ----ftest1-------------------------------------------------------------------
model <- lm(mpg ~ disp + hp + wt + qsec, data = mtcars)
ols_test_f(model)

## ----ftest2-------------------------------------------------------------------
model <- lm(mpg ~ disp + hp + wt + qsec, data = mtcars)
ols_test_f(model, rhs = TRUE)

## ----ftest3-------------------------------------------------------------------
model <- lm(mpg ~ disp + hp + wt + qsec, data = mtcars)
ols_test_f(model, vars = c('disp', 'hp'))