[R] bptest

robm r.malpass at ntlworld.com
Fri Sep 24 15:53:21 CEST 2010


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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