Dear ronggui, You're fitted different variance models: in bptest(), you're modeling the variance using any linear combination of the predictors, while in ncv.test() you're modeling the variance as a function of the fitted values, which is more restrictive. BTW, both bptest() and ncv.test() can do both of these tests.
John -------------------------------- John Fox Department of Sociology McMaster University Hamilton, Ontario Canada L8S 4M4 905-525-9140x23604 http://socserv.mcmaster.ca/jfox -------------------------------- > -----Original Message----- > From: [EMAIL PROTECTED] > [mailto:[EMAIL PROTECTED] On Behalf Of ronggui > Sent: Friday, June 03, 2005 9:59 PM > To: r-help@stat.math.ethz.ch > Subject: [R] the test result is quite different,why? > > data:http://fmwww.bc.edu/ec-p/data/wooldridge/CRIME4.dta > > > a$call > lm(formula = clcrmrte ~ factor(year) + clprbarr + clprbcon + > clprbpri + clavgsen + clpolpc, data = cri) > > bptest(a,st=F) > > Breusch-Pagan test > > data: a > BP = 34.4936, df = 10, p-value = 0.0001523 > > > bptest(a,st=T) > > studentized Breusch-Pagan test > > data: a > BP = 10.9297, df = 10, p-value = 0.363 > > > ncv.test(a) > $formula > ~fitted.values > > $formula.name > [1] "Variance" > > $ChiSquare > [1] 1.163501 > > $Df > [1] 1 > > $p > [1] 0.2807406 > > $test > [1] "Non-constant Variance Score Test" > > attr(,"class") > [1] "chisq.test" > > > > ______________________________________________ > R-help@stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! > http://www.R-project.org/posting-guide.html ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
