# ncvTest

0th

Percentile

##### 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
ncvTest(model, ...)

## S3 method for class 'lm':
ncvTest(model, var.formula, ...)

## S3 method for class 'glm':
ncvTest(model, ...) # to report an error
##### 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.
...
arguments passed down to methods functions; not currently used.
##### Details

This test is often called the Breusch-Pagan test; it was independently suggested with some extension by Cook and Weisberg (1983). ncvTest.glm is a dummy function to generate an error when a glm model is used.

##### Value

• The function returns a chisqTest 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. (2008) Applied Regression Analysis and Generalized Linear Models, Second Edition. Sage. Fox, J. and Weisberg, S. (2011) An R Companion to Applied Regression, Second Edition, Sage. Weisberg, S. (2014) Applied Linear Regression, Fourth Edition, Wiley.

hccm, spreadLevelPlot

• ncvTest
• ncvTest.lm
• ncvTest.glm
##### Examples
ncvTest(lm(interlocks ~ assets + sector + nation, data=Ornstein))

ncvTest(lm(interlocks ~ assets + sector + nation, data=Ornstein),
~ assets + sector + nation, data=Ornstein)
Documentation reproduced from package car, version 2.0-20, License: GPL (>= 2)

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