[R] bptest

[Steven McKinney]

Hi Rob,

I googled "cran bptest"
and the first hit was for package "lmtest".

I installed lmtest, loaded it up, and bptest is available there.

> require("lmtest")
Loading required package: lmtest
Loading required package: zoo
> bptest
function (formula, varformula = NULL, studentize = TRUE, data = list()) ...


So see if you can get package lmtest.

HTH

Cheers


Steven McKinney

________________________________________
From: r-help-bounces at r-project.org [r-help-bounces at r-project.org] On Behalf Of robm [r.malpass at ntlworld.com]
Sent: September 24, 2010 6:53 AM
To: r-help at r-project.org
Subject: [R] bptest

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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