White´s test for Heteroskedasticity

General
1

In Econometric.
I used the function btest to test the heteroskedaticity using the Breush-Pagman method

Regresion<-lm(Y~X, data=datos)
#Test de Breush- Pagman
bptest(Regresion)

studentized Breusch-Pagan test

#data: Regresion
#BP = 5.2722, df = 1, p-value = 0.02167

Do you know if there any similar function for white method, for lineal model.

Many Thanks in advance for your help.

2

See this S/O post and answer.

3

This topic was automatically closed 21 days after the last reply. New replies are no longer allowed.

If you have a query related to it or one of the replies, start a new topic and refer back with a link.