
Check model for (non-)constant error variance
Source:R/check_heteroscedasticity.R
check_heteroscedasticity.Rd
Significance testing for linear regression models assumes that the model errors (or residuals) have constant variance. If this assumption is violated the p-values from the model are no longer reliable.
Value
The p-value of the test statistics. A p-value < 0.05 indicates a non-constant variance (heteroskedasticity).
Details
This test of the hypothesis of (non-)constant error is also called Breusch-Pagan test (1979).
Note
There is also a plot()
-method implemented in the see-package.