Re: [R] Problems with bstats::white.test()

2014-09-09 Thread Achim Zeileis
On Mon, 8 Sep 2014, Iuri Gavronski wrote: 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? The White test is equivalent to the Breusch-Pagan test with an auxiliary mod

[R] Problems with bstats::white.test()

2014-09-08 Thread Iuri Gavronski
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") mysw