Hi,
I am trying to test for heteroskedascity in an OLS model, but I am not
able to run the white.test() if the model has dummy variables built
from factors. Any suggestions?
Please find a reproducible code below:
myswiss <- swiss
myswiss$fert <- ifelse(
myswiss$Fertility>70,
"High","Low")
myswiss$fert <- factor(myswiss$fert)
str(myswiss)
mod1 <- lm(Infant.Mortality ~ fert,
data=myswiss)
library(bstats)
bptest(mod1)
white.test(mod1)
myswiss$fertlow <- ifelse(
myswiss$Fertility>70,
0,1)
mod2 <- lm(Infant.Mortality ~ fertlow,
data=myswiss)
library(bstats)
bptest(mod2)
white.test(mod2)
Results:
> bptest(mod2)
studentized Breusch-Pagan test for homoscedasticity
data: mod2
BP = 2e-04, df = 1, p-value = 0.989
> white.test(mod2)
White test for constant variance
data:
White = 2e-04, df = 1, p-value = 0.989
> bptest(mod1)
studentized Breusch-Pagan test for homoscedasticity
data: mod1
BP = 2e-04, df = 1, p-value = 0.989
> white.test(mod1)
Error in `contrasts<-`(`*tmp*`, value = contr.funs[1 + isOF[nn]]) :
contrasts can be applied only to factors with 2 or more levels
In addition: Warning message:
In Ops.factor(fert, fert) : * not meaningful for factors
>
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