First load the package lmtest. Then run the bptest.
library(lmtest)
bptest(modelCH)
You don't need to tell the function which variables are explanatory or
dependent. Just give it the fitted model object, and it will sort all
of that out and return the statistic.
Andrew Miles
Department of Sociology
Duke University
On Sep 24, 2010, at 9:53 AM, robm wrote:
Hi
I'm very new to R but have plenty of experience with statistics and
other
packages like SPSS, SAS etc.
I have a dataset of around 20 columns and 200 rows. I'm trying to
fit a
very simple linear model between two variables. Having done so, I
want to
test the model for heteroscedasticity using the Breusch-Pagan test.
Apparently this is easy in R by simply doing
bptest(modelCH, data=KP)
I've tried this but I'm told it cannot find function bptest. It's
here
where I'm struggling. I'm probably wrong but as far as I can see,
bptest
is part of the lm package which, as far as I know, I have installed.
Irrespective of the fact I'm not sure how to tell bptest which is the
dependent and explanatory variables - there's a more fundamental
problem if
it can't find the bptest function.
I have searched the documentation - albeit briefly so if anyone
could help
I'd be very grateful
Rob
QBE Management
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