SPSSINC BREUSCH PAGAN

Estimate a linear model and perform a heteroscedasticity test.

This procedure estimates a linear model and performs the Breusch-Pagan heteroscedasticity test, using the ncv.test function from the R car package. The null hypothesis is constant error variance. You can specify whether the alternative is that the variance is a function of the dependent variable or a function of a specified set of predictors. The procedure allows you to save both the residuals from the regression and the estimated coefficients.

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Requirements

• IBM SPSS Statistics 18 or later and the corresponding IBM SPSS Statistics -Integration Plug-in for R.

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Installation intructions

1. Open IBM SPSS Statistics
2. Navigate to Utilities -> Extension Bundles -> Download and Install Extension Bundles
3. Search for the name of the extension and click Ok. Your extension will be available.

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License

• Apache 2.0

Contributors

• IBM SPSS