Last Update: March 22, 2022
My online video tutorials are hosted at YouTube channel.
For learning this concept, you can view my online video tutorial: Heteroskedasticity: Breusch-Pagan and White Tests in R.
Video Code
1. Packages
library(AER)
library(lmtest)
2. Data
data(HousePrices)
3. Model
mlr <- lm(formula = price ~ lotsize + bedrooms, data = HousePrices)
4. Heteroskedasticity
Breusch-Pagan Test
bptest(formula = mlr, varformula = ~ lotsize + bedrooms,
data = HousePrices)
White Test (Cross Terms)
bptest(formula = mlr, varformula = ~ lotsize + I(lotsize^2) +
lotsize*bedrooms + bedrooms + I(bedrooms^2), data = HousePrices)
Courses
My online courses are hosted at Teachable website.
For more details on this concept, you can view my Linear Regression in R Course.