breusch_pagan: Conduct the Breusch-Pagan Test of Heteroscedascity

In ryan-heslin/RegLesson: Linear Regression from Scratch

Conduct the Breusch-Pagan Test of Heteroscedascity

Description

Conduct the Breusch-Pagan Test of Heteroscedascity

Usage

breusch_pagan(
  X,
  resid,
  SSE,
  n = NROW(X),
  q = seq_len(NCOL(X)),
  alpha = 0.05,
  has_intercept = TRUE
)

Arguments

X	Design matrix of a linear model.
resid	Vector of residuals from the fitted model.
SSE	Sum of squared errors of the fitted model.
n	Number of rows of the design matrix. Computed if not provided.
q	Number of parameters in the model.
alpha	Alpha level of the significance test.
has_intercept	Logical. Was the model fitted with an intercept?

Details

This function carries out the Breusch-Pagan test, which conducts a chi-squared test to assess whether the residuals have constant variance.

Value

Value of the Breusch-Pagan statistic.

ryan-heslin/RegLesson documentation built on Aug. 5, 2022, 9:03 p.m.