Econometrics : White Test with R -


good morning,

i trying realize white test on linear model r. don't know how write r codes realize white test.

price : house price, in millions dollars bdrms : number of bedrooms lotsize : size of lot in square feet sqrft : size of house in square feet

the linear model following :

linear model

linearmodel.1 <- lm(price ~ lotsize + lotsize^2 + sqrft + bdrms, data=dataset) summary(linearmodel.1)

breusch-pagan test

library(lmtest) bptest(linearmodel.1, varformula = null, studentize = true, data = dataset)

white test

?????????

thanks answer kind regards,

the white test has been implemented in package "bstats". after installing , loading package, white test performed on linear model object typing

white.test(lm0)

see this page description , example.


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