# ncv.test

##### Score Test for Non-Constant Error Variance

Computes a score test of the hypothesis of constant error variance against the alternative that the error variance changes with the level of the response (fitted values), or with a linear combination of predictors.

- Keywords
- regression, htest

##### Usage

```
ncv.test(model, ...)
## S3 method for class 'lm':
ncv.test(model, var.formula, data=NULL, subset, na.action, ...)
## S3 method for class 'glm':
ncv.test(model, ...)
```

##### Arguments

- model
- a weighted or unweighted linear model, produced by
`lm`

. - var.formula
- a one-sided formula for the error variance; if omitted, the error variance depends on the fitted values.
- data
- an optional data frame containing the variables in the model.
By default the variables are taken from the environment from which
`ncv.test`

is called. - subset
- an optional vector specifying a subset of observations to be used.
- na.action
- a function that indicates what should happen when the data contain
`NA`

s. The default is set by the`na.action`

setting of`options`

. - ...
- arguments passed down to methods functions.

##### Details

This test is often called the Breusch-Pagan test; it was independently
suggested by Cook and Weisberg (1983).
`ncv.test.glm`

is a dummy function to generate an error when a `glm`

model is used.

##### Value

- The function returns a
`chisq.test`

object, which is usually just printed.

##### References

Breusch, T. S. and Pagan, A. R. (1979)
A simple test for heteroscedasticity and random coefficient variation.
*Econometrica* **47**, 1287--1294.
Cook, R. D. and Weisberg, S. (1983)
Diagnostics for heteroscedasticity in regression.
*Biometrika* **70**, 1--10.
Fox, J. (1997)
*Applied Regression, Linear Models, and Related Methods.* Sage.

##### See Also

##### Examples

```
ncv.test(lm(interlocks~assets+sector+nation, data=Ornstein))
## Non-constant Variance Score Test
## Variance formula: ~ fitted.values
## Chisquare = 46.98537 Df = 1 p = 7.151835e-12
ncv.test(lm(interlocks~assets+sector+nation, data=Ornstein),
~ assets+sector+nation, data=Ornstein)
## Non-constant Variance Score Test
## Variance formula: ~ assets + sector + nation
## Chisquare = 74.73535 Df = 13 p = 1.066320e-10
```

*Documentation reproduced from package car, version 1.2-16, License: GPL (>= 2)*