Dear Simona,
See the ncv.test() function in the car library, available at
<http://socserv.socsci.mcmaster.ca/jfox/Books/Companion/car.html>.
I hope this helps,
John
--------------------------------
John Fox
Department of Sociology
McMaster University
Hamilton, Ontario
Canada L8S 4M4
905-525-9140x23604
http://socserv.mcmaster.ca/jfox
--------------------------------
> -----Original Message-----
> From: s-news-owner@lists.biostat.wustl.edu
> [mailto:s-news-owner@lists.biostat.wustl.edu] On Behalf Of
> simona.costanzo@ubs.com
> Sent: Thursday, February 09, 2006 6:17 AM
> To: s-news@lists.biostat.wustl.edu
> Subject: [S] breusch-pagan/cook-weiseberg test
>
> Dear all,
>
> Would anyone know if there is a function/library to compute
> the breusch-pagan/cook-weiseberg test for heteroscedasticity?
>
> Many thanks!
>
>
> Simona
>
> Visit our website at http://www.ubs.com
>
> This message contains confidential information and is
> intended only for the individual named. If you are not the
> named addressee you should not disseminate, distribute or
> copy this e-mail. Please notify the sender immediately by
> e-mail if you have received this e-mail by mistake and delete
> this e-mail from your system.
>
> E-mail transmission cannot be guaranteed to be secure or
> error-free as information could be intercepted, corrupted,
> lost, destroyed, arrive late or incomplete, or contain
> viruses. The sender therefore does not accept liability for
> any errors or omissions in the contents of this message which
> arise as a result of e-mail transmission. If verification is
> required please request a hard-copy version. This message is
> provided for informational purposes and should not be
> construed as a solicitation or offer to buy or sell any
> securities or related financial instruments.
>
> --------------------------------------------------------------------
> This message was distributed by
> s-news@lists.biostat.wustl.edu. To unsubscribe send e-mail
> to s-news-request@lists.biostat.wustl.edu with the BODY of
> the message: unsubscribe s-news
|