# ncvTest

##### 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.

##### See Also

##### 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)*