Webcoeftest returns an object of class "coeftest" which is essentially a coefficient matrix with columns containing the estimates, associated standard errors, test statistics and p values. Attributes for a "method" label, and the "df" are added along with "nobs" and "logLik" (provided that suitable extractor methods nobs and logLik are available). WebApr 1, 2024 · A tag already exists with the provided branch name. Many Git commands accept both tag and branch names, so creating this branch may cause unexpected behavior.
sandwich: Robust Covariance Matrix Estimators • sandwich
Weblibrary library ("lmtest") coeftest (m, vcov = sandwich) ## ## t test of coefficients: ## ... This shows that due to the cluster-correlation in the data, the usual standard errors and cross-section covariances are much too small. In contrast, the different types of clustered standard errors are much larger and more appropriate here. ... WebThe Breusch-Pagan test fits a linear regression model to the residuals of a linear regression model (by default the same explanatory variables are taken as in the main regression model) and rejects if too much of the variance is explained by the additional explanatory variables. Under H 0 the test statistic of the Breusch-Pagan test follows a ... pac international rsic
lmtest: Testing Linear Regression Models version 0.9-40 from CRAN
WebApr 6, 2024 · A Breusch-Pagan Test is used to determine if heteroscedasticity is present in a regression analysis.. This tutorial explains how to perform a Breusch-Pagan Test in R. Example: Breusch-Pagan Test in R. In this example we will fit a regression model using the built-in R dataset mtcars and then perform a Breusch-Pagan Test using the bptest … WebA collection of tests, data sets, and examples for diagnostic checking in linear regression models. Furthermore, some generic tools for inference in parametric models are provided. WebMar 13, 2011 · No lrtest () function available in lmtest. I have got a strange problem with using functions which are supposed to be in the libraries lmtest & language R … pac inner shoe