[R] Whites test

Achim Zeileis Achim.Zeileis at uibk.ac.at
Thu Dec 8 16:04:15 CET 2011

On Thu, 8 Dec 2011, RToss wrote:

> Hi all!
> I am quite new to R, and therefore in the need for som help.
> I want to perform a Whites test for my OLS, how is this accomplished?

You can use bptest() from the "lmtest" package and then supplying 
interactions and quadratic terms of all regressors for the auxiliary 

See example("CigarettesB", package = "AER") for a worked example.

> Thanks a lot!
> /Richard
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