F test
Test for heteroskedasticity under the assumption that the errors are independent and identically distributed (i.i.d.).
ols_test_f(model, fitted_values = TRUE, rhs = FALSE, vars = NULL, ...)
model |
An object of class |
fitted_values |
Logical; if TRUE, use fitted values of regression model. |
rhs |
Logical; if TRUE, specifies that tests for heteroskedasticity be performed for the right-hand-side (explanatory) variables of the fitted regression model. |
vars |
Variables to be used for for heteroskedasticity test. |
... |
Other arguments. |
ols_test_f returns an object of class "ols_test_f".
An object of class "ols_test_f" is a list containing the
following components:
f |
f statistic |
p |
p-value of |
fv |
fitted values of the regression model |
rhs |
names of explanatory variables of fitted regression model |
numdf |
numerator degrees of freedom |
dendf |
denominator degrees of freedom |
vars |
variables to be used for heteroskedasticity test |
resp |
response variable |
preds |
predictors |
ols_f_test() has been deprecated. Instead use ols_test_f().
Wooldridge, J. M. 2013. Introductory Econometrics: A Modern Approach. 5th ed. Mason, OH: South-Western.
Other heteroskedasticity tests: ols_test_bartlett,
ols_test_breusch_pagan,
ols_test_score
# model
model <- lm(mpg ~ disp + hp + wt + qsec, data = mtcars)
# using fitted values
ols_test_f(model)
# using all predictors of the model
ols_test_f(model, rhs = TRUE)
# using fitted values
ols_test_f(model, vars = c('disp', 'hp'))Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.