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RDocumentation: bptest
Note that this notebook was automatically generated from an RDocumentation page. It depends on the package and the example code whether this code will run without errors. You may need to edit the code to make things work.
if(!require('lmtest')) {
install.packages('lmtest')
library('lmtest')
}
## generate a regressor
x <- rep(c(-1,1), 50)
## generate heteroskedastic and homoskedastic disturbances
err1 <- rnorm(100, sd=rep(c(1,2), 50))
err2 <- rnorm(100)
## generate a linear relationship
y1 <- 1 + x + err1
y2 <- 1 + x + err2
## perform Breusch-Pagan test
bptest(y1 ~ x)
bptest(y2 ~ x)