ols_test_f function

F test

Test for heteroskedasticity under the assumption that the errors are independent and identically distributed (i.i.d.).

ols_test_f(model, fitted_values = TRUE, rhs = FALSE, vars = NULL, ...)

Arguments

• model: An object of class lm.
• fitted_values: Logical; if TRUE, use fitted values of regression model.
• rhs: Logical; if TRUE, specifies that tests for heteroskedasticity be performed for the right-hand-side (explanatory) variables of the fitted regression model.
• vars: Variables to be used for for heteroskedasticity test.
• ...: Other arguments.

Returns

ols_test_f returns an object of class "ols_test_f". An object of class "ols_test_f" is a list containing the following components:

• f: f statistic

• p: p-value of f

• fv: fitted values of the regression model

• rhs: names of explanatory variables of fitted regression model

• numdf: numerator degrees of freedom

• dendf: denominator degrees of freedom

• vars: variables to be used for heteroskedasticity test

• resp: response variable

• preds: predictors

Examples

# model
model <- lm(mpg ~ disp + hp + wt + qsec, data = mtcars)

# using fitted values
ols_test_f(model)

# using all predictors of the model
ols_test_f(model, rhs = TRUE)

# using fitted values
ols_test_f(model, vars = c('disp', 'hp'))

References

Wooldridge, J. M. 2013. Introductory Econometrics: A Modern Approach. 5th ed. Mason, OH: South-Western.

See Also

Other heteroskedasticity tests: ols_test_bartlett(), ols_test_breusch_pagan(), ols_test_score()