heteroscedasticity_test: Testing for variance-inhomogeneity using Breauch-Pagan test...

View source: R/heteroscedasticity_test.R

heteroscedasticity_testR Documentation

Testing for variance-inhomogeneity using Breauch-Pagan test for each comparison

Description

Testing for variance-inhomogeneity using Breauch-Pagan test for each comparison

Usage

heteroscedasticity_test(
  data,
  alpha = 0.05,
  groups = "Comparison",
  bonferroni_correct = FALSE,
  conservative = TRUE,
  robust = TRUE
)

Arguments

data

A data table or data frame of type LFDT grouped according to groups

alpha

The base significance level of the test.

groups

The names of grouping columns in data

bonferroni_correct

Should we Bonferroni correct the significance level based the number of MS comparisons. Default is TRUE

conservative

Should the Bonferroni correction be done conservatively that assumes that some of the MS comparisons are dependent? Default is TRUE

robust

Should Koenker's adjust be implemented in the test? Recommended if data is non-normal. Default is TRUE

Value

A data table with grouping as the first column, LM test statistic as the second column, p-value as the third column, and judgement as the last column

Examples

print(1)

pernille267/commutability.selectivity documentation built on July 20, 2022, 9:11 a.m.