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Based on Raudenbush and Bryk (2002) and Hoffman (2007). A statistically significant Chisq indicates heteroskedasticity. Output shows the H statistic, degrees of freedom, and p value.
Htest(newdata, fml, group)Returns a data frame which contains:
The computed H statistic.
The degrees of freedom.
The p-value (< .05 indicates heteroskedasticity is present).
data to be used.
level 1 formula.
grouping variable (in quotes).
Hoffman, L. (2007). Multilevel models for examining individual differences in within-person variation and covariation over time. Multivariate Behavioral Research, 42(4), 609–629.
Raudenbush, S., & Bryk, A. (2002). Hierarchical linear models: Applications and data analysis methods (2nd ed.). Sage.
set.seed(123)
x1 <- rnorm(400)
y <- x1 * .3 + rnorm(400)
gr <- rep(1:20, each = 20)
dat <- data.frame(x1, y, gr)
Htest(dat, y ~ x1, 'gr') #no violation
y <- x1 * .3 + rnorm(400, 0, sqrt(x1^2)) #add violation
dat <- data.frame(x1, y, gr)
Htest(dat, y ~ x1, 'gr')
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