Regression - Diagnostic - Test Residual Heteroscedasticity extension
Conduct a heteroscedasticity test on the residuals
Test for heteroscedasticity (non-constant variance) in the residuals of linear regression models. Also known as the Breusch-Pagan test. The null hypothesis of the test is homoscedasticity. You must select an output from Regression - Linear Regression to use this feature. See this blog post for an introduction to heteroscedasticity.
The following table shows the output from running this QScript on an output from Regression - Linear Regression.
Uses the ncvTest function from the car package.
Breusch, T. S. and Pagan, A. R. (1979) A simple test for heteroscedasticity and random coefficient variation. Econometrica 47, 1287--1294.
Bock, T. (2018, August 9). What is heteroscedasticity? [Blog post]. Retrieved from https://www.displayr.com/what-is-heteroscedasticity/.
includeWeb("QScript R Output Functions"); const menu_location = "Regression > Diagnostic > Test Residual Heteroscedasticity"; errorIfExtensionsUnavailableInQVersion(menu_location); createDiagnosticROutputFromSelection(menu_location);