Handling Heteroskedasticity in the Linear Regression Model

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Documentation for package ‘skedastic’ version 2.0.3

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alvm.fit Auxiliary Linear Variance Model
anlvm.fit Auxiliary Nonlinear Variance Model
anscombe Anscombe's Test for Heteroskedasticity in a Linear Regression Model
avm.ci Bootstrap Confidence Intervals for Linear Regression Error Variances
avm.fwls Apply Feasible Weighted Least Squares to a Linear Regression Model
avm.vcov Estimate Covariance Matrix of Ordinary Least Squares Estimators Using Error Variance Estimates from an Auxiliary Variance Model
bamset Ramsey's BAMSET Test for Heteroskedasticity in a Linear Regression Model
bickel Bickel's Test for Heteroskedasticity in a Linear Regression Model
blus Compute Best Linear Unbiased Scalar-Covariance (BLUS) residuals from a linear model
bootlm Nonparametric Bootstrapping of Heteroskedastic Linear Regression Models
breusch_pagan Breusch-Pagan Test for Heteroskedasticity in a Linear Regression Model
carapeto_holt Carapeto-Holt Test for Heteroskedasticity in a Linear Regression Model
cook_weisberg Cook-Weisberg Score Test for Heteroskedasticity in a Linear Regression Model
countpeaks Count peaks in a data sequence
dDtrend Probability mass function of nonparametric trend statistic D
diblasi_bowman Diblasi and Bowman's Test for Heteroskedasticity in a Linear Regression Model
dpeak Probability mass function of number of peaks in an i.i.d. random sequence
dpeakdat Probability distribution for number of peaks in a continuous, uncorrelated stochastic series
dufour_etal Dufour et al.'s Monte Carlo Test for Heteroskedasticity in a Linear Regression Model
evans_king Evans-King Tests for Heteroskedasticity in a Linear Regression Model
glejser Glejser Test for Heteroskedasticity in a Linear Regression Model
godfrey_orme Godfrey and Orme's Nonparametric Bootstrap Test for Heteroskedasticity in a Linear Regression Model
goldfeld_quandt Goldfeld-Quandt Tests for Heteroskedasticity in a Linear Regression Model
GSS Golden Section Search for Minimising Univariate Function over a Closed Interval
harrison_mccabe Harrison and McCabe's Test for Heteroskedasticity in a Linear Regression Model
harvey Harvey Test for Heteroskedasticity in a Linear Regression Model
hccme Heteroskedasticity-Consistent Covariance Matrix Estimators for Linear Regression Models
hetplot Graphical Methods for Detecting Heteroskedasticity in a Linear Regression Model
honda Honda's Test for Heteroskedasticity in a Linear Regression Model
horn Horn's Test for Heteroskedasticity in a Linear Regression Model
li_yao Li-Yao ALRT and CVT Tests for Heteroskedasticity in a Linear Regression Model
pDtrend Cumulative distribution function of nonparametric trend statistic D
ppeak Cumulative distribution function of number of peaks in an i.i.d. random sequence
pRQF Probabilities for a Ratio of Quadratic Forms in a Normal Random Vector
rackauskas_zuokas Rackauskas-Zuokas Test for Heteroskedasticity in a Linear Regression Model
simonoff_tsai Simonoff-Tsai Tests for Heteroskedasticity in a Linear Regression Model
szroeter Szroeter's Test for Heteroskedasticity in a Linear Regression Model
twosidedpval Computation of Conditional Two-Sided p-Values
T_alpha Pseudorandom numbers from Asymptotic Null Distribution of Test Statistic for Method of Rackauskas and Zuokas (2007)
verbyla Verbyla's Test for Heteroskedasticity in a Linear Regression Model
white White's Test for Heteroskedasticity in a Linear Regression Model
wilcox_keselman Wilcox and Keselman's Test for Heteroskedasticity in a Linear Regression Model
yuce Yüce's Test for Heteroskedasticity in a Linear Regression Model
zhou_etal Zhou, Song, and Thompson's Test for Heteroskedasticity in a Linear Regression Model