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The heteroTests package provides several classical tests for detecting heteroscedasticity in linear models.
library(heteroTests)
# Fit a simple linear model on real data
model <- lm(stations ~ mag + depth, data = quakes)
# A second dataset demonstrates collinearity and mild nonlinearity
data(diagnostic_data)
diag_model <- lm(y ~ x1 + x2, data = diagnostic_data)
# Run White's test and get an htest object
performWhiteTest(model, quakes)
# [INFO] Running White test
# [INFO] White test completed: statistic = 125.558 df = 5 p = 0
#
# White's test for heteroscedasticity
#
# data: model
# X-squared = 125.56, df = 5, p-value < 2.2e-16
# alternative hypothesis: heteroscedasticity present
performWhiteTest(diag_model, diagnostic_data)
# [INFO] Running White test
# [INFO] White test completed: statistic = 1.5791 df = 5 p = 0.9038
#
# White's test for heteroscedasticity
#
# data: diag_model
# X-squared = 1.5791, df = 5, p-value = 0.9038
# alternative hypothesis: heteroscedasticity presentMany additional diagnostics follow the same interface and also return
an htest object.
# Breusch-Pagan and its robust Koenker version. The data argument must be
# the data the model was fitted on.
performBPTest(model, quakes)
# [INFO] Running Breusch-Pagan test
#
# Breusch-Pagan test for heteroscedasticity
#
# data: stations ~ mag + depth
# X-squared = 191.93, df = 2, p-value < 2.2e-16
performKoenkerTest(model, quakes)
# [INFO] Running Koenker test
#
# Koenker studentized Breusch-Pagan test
#
# data: stations ~ mag + depth
# X-squared = 111.31, df = 2, p-value < 2.2e-16
# Group-based tests need a grouping factor in that same data
quakes_grouped <- quakes
quakes_grouped$depth_band <- cut(quakes_grouped$depth, 3,
labels = c("shallow", "mid", "deep"))
performLeveneTest(model, quakes_grouped, "depth_band")
#
# Levene's test for equality of variances
#
# data: stations ~ mag + depth
# F = 11.207, df1 = 2, df2 = 997, p-value = 1.537e-05
# ARCH effects in time series
performArchLMTest(model, lags = 2)
# [INFO] Running ARCH LM test
#
# Engle's ARCH LM test
#
# data: stations ~ mag + depth
# X-squared = 2.1647, df = 2, p-value = 0.3388Several diagnostics can also be run together.
# Alternatively run multiple tests at once
runHeteroTests(model, quakes)
# $white
#
# White's test for heteroscedasticity
#
# data: model
# X-squared = 125.56, df = 5, p-value < 2.2e-16
# alternative hypothesis: heteroscedasticity present
#
#
# $breusch_pagan
#
# Breusch-Pagan test for heteroscedasticity
#
# data: stations ~ mag + depth
# X-squared = 191.93, df = 2, p-value < 2.2e-16
#
#
# attr(,"class")
# [1] "hetero_test_suite" "list"
# attr(,"tests")
# [1] "white" "breusch_pagan"
# attr(,"model")
#
# Call:
# lm(formula = stations ~ mag + depth, data = quakes)
#
# Coefficients:
# (Intercept) mag depth
# -192.04290 47.90872 0.01318
#
# attr(,"data_source")
# [1] "data.frame"
# Choose a subset of diagnostics
runHeteroTests(model, quakes, tests = c("white", "koenker", "ncv"))
# [INFO] Running Koenker test
# [INFO] Running NCV score test
# $white
#
# White's test for heteroscedasticity
#
# data: model
# X-squared = 125.56, df = 5, p-value < 2.2e-16
# alternative hypothesis: heteroscedasticity present
#
#
# $koenker
#
# Koenker studentized Breusch-Pagan test
#
# data: stations ~ mag + depth
# X-squared = 111.31, df = 2, p-value < 2.2e-16
#
#
# $ncv
#
# Cook-Weisberg score test for non-constant variance
#
# data: stations ~ mag + depth; variance model: fitted values
# X-squared = 187.98, df = 1, p-value < 2.2e-16
# alternative hypothesis: error variance depends on the variance model
#
#
# attr(,"class")
# [1] "hetero_test_suite" "list"
# attr(,"tests")
# [1] "white" "koenker" "ncv"
# attr(,"model")
#
# Call:
# lm(formula = stations ~ mag + depth, data = quakes)
#
# Coefficients:
# (Intercept) mag depth
# -192.04290 47.90872 0.01318
#
# attr(,"data_source")
# [1] "data.frame"
runDiagnostics(model, quakes)
# $white
#
# White's test for heteroscedasticity
#
# data: model
# X-squared = 125.56, df = 5, p-value < 2.2e-16
# alternative hypothesis: heteroscedasticity present
#
#
# $breusch_pagan
#
# Breusch-Pagan test for heteroscedasticity
#
# data: stations ~ mag + depth
# X-squared = 191.93, df = 2, p-value < 2.2e-16
#
#
# $vif
# mag depth
# 1.056182 1.056182
#
# $reset
#
# RESET test for nonlinearity
#
# data: stations ~ mag + depth
# F = 130.76, df1 = 2, df2 = 995, p-value < 2.2e-16
#
#
# $influence
# $influence$cooks_distance
# 1 2 3 4 5 6
# 1.454504e-04 8.010212e-05 8.607284e-03 4.476282e-04 1.083646e-04 1.101297e-03
# 7 8 9 10 11 12
# 9.346367e-05 1.896963e-04 2.711637e-06 8.889251e-05 1.290241e-03 7.175734e-04
# 13 14 15 16 17 18
# 3.149500e-04 2.130391e-03 2.575807e-03 2.204550e-04 6.057777e-03 7.650046e-04
# 19 20 21 22 23 24
# 1.190645e-03 5.675233e-04 1.346824e-03 1.460858e-08 2.996695e-04 7.652187e-04
# 25 26 27 28 29 30
# 3.698536e-03 7.253494e-04 6.479370e-04 2.918215e-03 2.676040e-04 1.288935e-04
# 31 32 33 34 35 36
# 1.322797e-03 9.548130e-05 1.742009e-07 3.095089e-04 1.540495e-03 6.444379e-04
# 37 38 39 40 41 42
# 3.260122e-04 2.439560e-03 2.378747e-04 4.890376e-04 1.933416e-05 3.213154e-05
# 43 44 45 46 47 48
# 3.286688e-05 9.828450e-04 6.219085e-05 6.215958e-04 4.397684e-05 2.226081e-05
# 49 50 51 52 53 54
# 1.627580e-06 2.684053e-03 9.471056e-05 1.672773e-03 6.134508e-05 6.147939e-04
# 55 56 57 58 59 60
# 9.598194e-07 1.531032e-04 5.821807e-04 1.577887e-04 4.602208e-05 5.081784e-04
# 61 62 63 64 65 66
# 2.555869e-04 1.404548e-04 3.687735e-04 3.866285e-05 1.120433e-03 3.959218e-04
# 67 68 69 70 71 72
# 7.711234e-06 1.525450e-03 6.805645e-05 6.242748e-03 1.107397e-03 5.611105e-05
# 73 74 75 76 77 78
# 1.265586e-05 1.599208e-03 5.009306e-04 2.932025e-04 1.477644e-04 5.132385e-05
# 79 80 81 82 83 84
# 1.406470e-05 3.708912e-04 4.770958e-04 5.773726e-06 2.887050e-05 3.410668e-05
# 85 86 87 88 89 90
# 2.795555e-04 9.271635e-06 3.468520e-05 1.217204e-04 2.481608e-04 6.814963e-03
# 91 92 93 94 95 96
# 3.669910e-04 6.172743e-04 1.669868e-06 9.655687e-06 5.355154e-04 1.648327e-03
# 97 98 99 100 101 102
# 1.628626e-04 4.319054e-04 5.695834e-04 2.039865e-04 4.447047e-04 8.648204e-04
# 103 104 105 106 107 108
# 1.060195e-03 8.762672e-04 5.391740e-04 2.282779e-05 2.876198e-04 3.213382e-04
# 109 110 111 112 113 114
# 7.318723e-04 1.233571e-03 1.777470e-06 4.652695e-07 9.803300e-04 4.875947e-04
# 115 116 117 118 119 120
# 2.593973e-04 5.672999e-04 2.534789e-04 2.487786e-03 5.464304e-04 2.000237e-06
# 121 122 123 124 125 126
# 7.066360e-04 1.439374e-04 1.686707e-03 4.291146e-04 8.996980e-05 8.922963e-04
# 127 128 129 130 131 132
# 1.774334e-04 2.216767e-03 2.182832e-03 4.403744e-06 6.631434e-05 4.506828e-04
# 133 134 135 136 137 138
# 8.167050e-05 1.288742e-04 6.006885e-04 3.127797e-03 2.116238e-03 1.004081e-03
# 139 140 141 142 143 144
# 9.299250e-04 1.804579e-04 3.572856e-04 5.178035e-04 1.004533e-04 7.195587e-04
# 145 146 147 148 149 150
# 3.116365e-04 1.990741e-05 2.728980e-05 1.294776e-05 3.390635e-04 1.573656e-03
# 151 152 153 154 155 156
# 1.360986e-02 1.896685e-03 2.604840e-04 8.298848e-04 1.575989e-03 3.239846e-05
# 157 158 159 160 161 162
# 1.678554e-04 4.248443e-06 1.011350e-03 5.040741e-07 4.476282e-04 6.733230e-04
# 163 164 165 166 167 168
# 3.444458e-06 6.973463e-05 8.824090e-05 9.927529e-04 6.812188e-03 6.498815e-04
# 169 170 171 172 173 174
# 2.270698e-06 3.125087e-07 2.438938e-05 1.719060e-04 2.999155e-05 8.219002e-04
# 175 176 177 178 179 180
# 9.285053e-07 8.359222e-04 2.152513e-04 6.901722e-05 6.377049e-04 9.174977e-05
# 181 182 183 184 185 186
# 2.020731e-03 9.618092e-04 8.136624e-05 4.393195e-06 5.803189e-05 2.541396e-03
# 187 188 189 190 191 192
# 2.221635e-04 1.295871e-04 6.758772e-04 2.713664e-05 3.786639e-04 3.596338e-06
# 193 194 195 196 197 198
# 3.789532e-03 7.784533e-04 1.713832e-04 3.015250e-04 5.545890e-05 6.063209e-04
# 199 200 201 202 203 204
# 6.453820e-04 1.324058e-03 8.072757e-05 3.973659e-04 2.675495e-05 4.011410e-04
# 205 206 207 208 209 210
# 1.407020e-03 9.454527e-05 1.548665e-05 1.302680e-03 9.641889e-05 1.993678e-04
# 211 212 213 214 215 216
# 4.196361e-05 1.288936e-04 1.158573e-03 4.022601e-03 6.262349e-06 1.971215e-06
# 217 218 219 220 221 222
# 2.178179e-04 1.705779e-04 2.017235e-04 5.743189e-07 1.027551e-04 3.806313e-04
# 223 224 225 226 227 228
# 1.321782e-04 3.275625e-04 8.601217e-05 4.586044e-04 2.643659e-04 6.050473e-05
# 229 230 231 232 233 234
# 1.012548e-04 2.298672e-04 6.736951e-04 1.040411e-04 2.849544e-04 1.077104e-03
# 235 236 237 238 239 240
# 1.275991e-03 2.631424e-04 5.638491e-07 6.907381e-04 3.080151e-04 5.050617e-05
# 241 242 243 244 245 246
# 9.059249e-05 9.687826e-04 2.673171e-02 8.418424e-04 1.375358e-05 5.113758e-04
# 247 248 249 250 251 252
# 1.322236e-04 1.679069e-03 1.128422e-03 6.064643e-06 3.326078e-04 8.474387e-06
# 253 254 255 256 257 258
# 2.276769e-03 2.148537e-04 2.253596e-05 1.761104e-04 7.382196e-06 6.357909e-06
# 259 260 261 262 263 264
# 3.457661e-04 3.432381e-04 1.699472e-03 4.533231e-04 6.434685e-04 4.594787e-06
# 265 266 267 268 269 270
# 4.831830e-05 2.899479e-04 9.381715e-04 2.560821e-04 2.355808e-05 5.659708e-04
# 271 272 273 274 275 276
# 1.802743e-04 2.397531e-03 8.998723e-06 1.582943e-04 7.625471e-03 5.861506e-04
# 277 278 279 280 281 282
# 1.924824e-04 1.107913e-04 8.970116e-04 1.167657e-03 1.846352e-05 1.730819e-04
# 283 284 285 286 287 288
# 7.920044e-04 2.609575e-04 5.391706e-06 6.975056e-04 4.653230e-05 7.404759e-06
# 289 290 291 292 293 294
# 1.710657e-04 1.873463e-04 6.666394e-04 2.698283e-03 1.229054e-04 1.750572e-09
# 295 296 297 298 299 300
# 3.170299e-04 3.544604e-05 3.660165e-04 8.561011e-04 2.362550e-03 2.197877e-04
# 301 302 303 304 305 306
# 2.770440e-04 4.111539e-06 1.070166e-04 2.662680e-03 1.738459e-05 5.963423e-04
# 307 308 309 310 311 312
# 5.132561e-04 8.988712e-03 5.424953e-06 1.050619e-03 3.464273e-03 2.215072e-04
# 313 314 315 316 317 318
# 1.448382e-03 3.059074e-04 3.246473e-04 5.743752e-04 3.454396e-05 1.431169e-03
# 319 320 321 322 323 324
# 1.163457e-04 1.813361e-03 6.527792e-04 6.963019e-04 7.674768e-05 2.572294e-04
# 325 326 327 328 329 330
# 8.315699e-04 6.089535e-04 1.991033e-04 5.185259e-04 1.115880e-03 7.399841e-04
# 331 332 333 334 335 336
# 5.165306e-03 2.132156e-03 6.131062e-04 2.603176e-03 2.506294e-05 7.819124e-04
# 337 338 339 340 341 342
# 1.698762e-05 2.571719e-06 5.144821e-04 1.916724e-03 1.747126e-04 3.974441e-03
# 343 344 345 346 347 348
# 9.515094e-04 7.608203e-05 7.073745e-06 1.522752e-04 2.172272e-03 1.081543e-03
# 349 350 351 352 353 354
# 2.891747e-03 2.466954e-03 1.346290e-03 1.870995e-03 2.457227e-04 2.980428e-04
# 355 356 357 358 359 360
# 1.046704e-03 4.461092e-04 1.981092e-04 4.960450e-04 4.381174e-04 1.149823e-03
# 361 362 363 364 365 366
# 7.627428e-05 5.547037e-03 1.147347e-03 4.532987e-07 1.390313e-04 3.430484e-04
# 367 368 369 370 371 372
# 1.230063e-03 7.095661e-04 2.278052e-04 1.848886e-03 1.168403e-03 1.610536e-02
# 373 374 375 376 377 378
# 3.100138e-05 6.661052e-04 4.271869e-06 3.983228e-02 9.135738e-04 8.049329e-05
# 379 380 381 382 383 384
# 1.783047e-06 7.596862e-03 1.181469e-03 7.748307e-05 3.657023e-03 7.482897e-06
# 385 386 387 388 389 390
# 1.799792e-03 3.984432e-04 6.173186e-05 3.370196e-04 1.594575e-03 3.862815e-04
# 391 392 393 394 395 396
# 2.650254e-04 9.117874e-04 1.647818e-04 2.591620e-06 3.034451e-04 1.155703e-04
# 397 398 399 400 401 402
# 6.754566e-03 2.593063e-03 1.732800e-02 1.080629e-02 6.488127e-04 2.036229e-04
# 403 404 405 406 407 408
# 6.494197e-05 1.556864e-03 6.067727e-04 2.664229e-04 3.644854e-05 2.155424e-04
# 409 410 411 412 413 414
# 4.480440e-06 8.012708e-04 5.701054e-04 1.714623e-03 2.003942e-05 1.523301e-04
# 415 416 417 418 419 420
# 1.848538e-04 1.094555e-04 7.906993e-05 1.526538e-03 1.696066e-04 2.598171e-03
# 421 422 423 424 425 426
# 2.421435e-04 8.371938e-05 3.606731e-03 4.834455e-05 6.600910e-04 2.714689e-05
# 427 428 429 430 431 432
# 7.181677e-05 2.352459e-03 1.858691e-04 3.368187e-04 8.712020e-06 1.960936e-03
# 433 434 435 436 437 438
# 1.094602e-03 1.003610e-03 5.697673e-05 9.225951e-06 5.285353e-06 1.684751e-03
# 439 440 441 442 443 444
# 5.976188e-06 1.232448e-04 2.250342e-05 1.562610e-04 2.091322e-04 2.430178e-03
# 445 446 447 448 449 450
# 1.771010e-03 1.294777e-03 1.948488e-04 1.058032e-02 1.466783e-02 9.123870e-05
# 451 452 453 454 455 456
# 1.767965e-04 1.952028e-08 7.831851e-04 4.303933e-06 9.991133e-05 4.739780e-04
# 457 458 459 460 461 462
# 5.532880e-04 5.808676e-04 3.387232e-03 4.607543e-05 6.113513e-04 2.642472e-02
# 463 464 465 466 467 468
# 7.763971e-04 1.280139e-03 1.119801e-04 5.261916e-04 1.304009e-06 9.110953e-04
# 469 470 471 472 473 474
# 1.206394e-04 5.181372e-05 9.163320e-05 4.070636e-04 8.691006e-05 5.259315e-04
# 475 476 477 478 479 480
# 2.079891e-04 5.040618e-05 9.032160e-05 2.495771e-04 1.199250e-03 3.439535e-04
# 481 482 483 484 485 486
# 1.515597e-03 2.303425e-05 1.431066e-03 1.351893e-04 6.491783e-06 4.093342e-03
# 487 488 489 490 491 492
# 1.781758e-03 1.855779e-06 5.769551e-04 2.559844e-03 3.830718e-04 4.104833e-04
# 493 494 495 496 497 498
# 6.293088e-05 4.330607e-04 5.075353e-04 2.312563e-05 2.142592e-06 2.325249e-03
# 499 500 501 502 503 504
# 3.507072e-04 8.735888e-05 4.160862e-05 6.759620e-04 2.326792e-04 7.488486e-05
# 505 506 507 508 509 510
# 3.311136e-04 3.724447e-05 2.229418e-04 8.787383e-03 5.077269e-03 8.041707e-06
# 511 512 513 514 515 516
# 2.750208e-11 6.618443e-03 9.950213e-05 7.020521e-05 3.082069e-05 2.229626e-04
# 517 518 519 520 521 522
# 4.093466e-04 5.848930e-04 1.916268e-06 9.987753e-05 9.496668e-04 9.703981e-04
# 523 524 525 526 527 528
# 9.950213e-05 4.467513e-04 1.397896e-03 1.435793e-03 8.655248e-04 1.463409e-03
# 529 530 531 532 533 534
# 6.054252e-05 9.539230e-06 8.271521e-06 7.213105e-04 1.501862e-03 1.734793e-04
# 535 536 537 538 539 540
# 1.395680e-04 2.389608e-05 3.541492e-04 6.581780e-04 5.663764e-03 1.314865e-05
# 541 542 543 544 545 546
# 3.391677e-03 2.006795e-04 4.608500e-05 8.994636e-05 2.264099e-03 6.989653e-04
# 547 548 549 550 551 552
# 2.041812e-03 3.282826e-05 2.607819e-03 1.127666e-04 6.635391e-05 1.396609e-06
# 553 554 555 556 557 558
# 7.882728e-04 2.062552e-05 8.759916e-04 4.060994e-04 3.169261e-04 2.172569e-02
# 559 560 561 562 563 564
# 4.727893e-04 8.468366e-07 1.720969e-05 1.934250e-03 2.335144e-03 1.647439e-03
# 565 566 567 568 569 570
# 2.502536e-04 6.653024e-04 2.663844e-04 8.400234e-05 6.262081e-05 6.106452e-05
# 571 572 573 574 575 576
# 6.271639e-03 8.441752e-05 2.287273e-08 3.125011e-03 4.863026e-06 2.928999e-04
# 577 578 579 580 581 582
# 2.540225e-04 2.979886e-04 1.333432e-03 5.272996e-06 8.759020e-05 1.293530e-04
# 583 584 585 586 587 588
# 7.342273e-06 3.509985e-03 2.019662e-03 8.410665e-04 2.498742e-04 3.103613e-08
# 589 590 591 592 593 594
# 4.820507e-04 1.452900e-03 3.470369e-05 1.002250e-04 1.143857e-04 4.096423e-04
# 595 596 597 598 599 600
# 1.189062e-03 3.913174e-05 4.652351e-04 1.322955e-03 5.610553e-05 2.936843e-05
# 601 602 603 604 605 606
# 1.015027e-02 8.058720e-04 4.205245e-05 8.513408e-03 3.572264e-03 3.343216e-04
# 607 608 609 610 611 612
# 1.768871e-05 2.085399e-04 4.677359e-08 5.287110e-05 1.743867e-05 9.013439e-05
# 613 614 615 616 617 618
# 2.064262e-04 8.242024e-06 6.489838e-06 8.013945e-04 9.719191e-05 1.400797e-04
# 619 620 621 622 623 624
# 3.140498e-04 8.144097e-04 5.364940e-06 4.608256e-04 4.792040e-03 1.531676e-03
# 625 626 627 628 629 630
# 2.163090e-04 2.809024e-04 2.806910e-04 3.576925e-04 8.135362e-05 7.327558e-04
# 631 632 633 634 635 636
# 1.098637e-05 2.063031e-03 2.530280e-06 2.611493e-04 1.184755e-07 4.906597e-02
# 637 638 639 640 641 642
# 1.584843e-03 1.347520e-03 3.252513e-03 9.801511e-05 2.770572e-03 1.769412e-05
# 643 644 645 646 647 648
# 2.036713e-03 3.565046e-04 2.398026e-07 4.103639e-04 8.210783e-04 6.047580e-05
# 649 650 651 652 653 654
# 1.438482e-03 9.673131e-05 4.016773e-03 1.377735e-04 5.285564e-03 8.632848e-06
# 655 656 657 658 659 660
# 1.568621e-03 2.698125e-05 4.515412e-03 2.973097e-04 6.681463e-05 3.082506e-04
# 661 662 663 664 665 666
# 5.529114e-06 1.077364e-07 1.714489e-02 1.795071e-03 1.271018e-04 2.302518e-04
# 667 668 669 670 671 672
# 1.088180e-03 1.908814e-04 1.181343e-04 3.085384e-04 2.328757e-06 3.428290e-07
# 673 674 675 676 677 678
# 1.108826e-03 5.411973e-06 2.278891e-02 3.514741e-07 5.192652e-04 3.645797e-04
# 679 680 681 682 683 684
# 3.886925e-03 5.209815e-08 2.747551e-04 1.347936e-04 6.909379e-07 2.246006e-04
# 685 686 687 688 689 690
# 6.526249e-05 1.543942e-03 1.163792e-05 7.226645e-06 8.701434e-04 2.318997e-05
# 691 692 693 694 695 696
# 6.784884e-05 2.243106e-04 2.548919e-04 1.556602e-04 7.314943e-05 7.577799e-04
# 697 698 699 700 701 702
# 1.106356e-03 6.782817e-04 8.864887e-04 2.058625e-04 5.444202e-04 1.002087e-02
# 703 704 705 706 707 708
# 1.600480e-04 1.803078e-03 2.460335e-05 2.069061e-04 3.165046e-03 2.358445e-03
# 709 710 711 712 713 714
# 7.031996e-04 1.059012e-04 4.403328e-05 1.726870e-02 4.600677e-05 7.334050e-03
# 715 716 717 718 719 720
# 3.839671e-03 6.552220e-04 1.148730e-04 3.271510e-04 1.531447e-03 1.768982e-05
# 721 722 723 724 725 726
# 8.951990e-06 1.100596e-03 6.252350e-04 3.780479e-04 4.012709e-04 7.788258e-07
# 727 728 729 730 731 732
# 7.799883e-04 1.027596e-05 1.981505e-03 1.292803e-04 3.795289e-05 1.038615e-04
# 733 734 735 736 737 738
# 1.147388e-03 2.027998e-05 2.694623e-04 5.660228e-04 3.577965e-04 1.004580e-04
# 739 740 741 742 743 744
# 4.354559e-03 1.688785e-04 2.976606e-04 5.688377e-04 3.401688e-04 2.157617e-06
# 745 746 747 748 749 750
# 9.418815e-04 8.055503e-04 9.429964e-06 8.097102e-04 1.282625e-03 4.039396e-04
# 751 752 753 754 755 756
# 7.221887e-05 4.944557e-04 1.811121e-02 2.174841e-05 7.114780e-05 2.591806e-04
# 757 758 759 760 761 762
# 5.901567e-04 6.151635e-03 3.190628e-04 2.729119e-03 2.485600e-06 1.534935e-03
# 763 764 765 766 767 768
# 6.175267e-05 1.730799e-03 9.005416e-04 1.745883e-04 6.251554e-04 1.148522e-04
# 769 770 771 772 773 774
# 4.808785e-04 1.308032e-03 4.701841e-04 1.150277e-03 1.128134e-04 4.666687e-06
# 775 776 777 778 779 780
# 2.488478e-03 6.896079e-05 9.256739e-05 1.269279e-03 2.105541e-06 2.498533e-04
# 781 782 783 784 785 786
# 8.468366e-07 3.504641e-05 1.323630e-06 4.530716e-04 1.293002e-05 4.223379e-07
# 787 788 789 790 791 792
# 4.773331e-04 6.832607e-04 1.798748e-04 4.348118e-03 1.458296e-04 7.183720e-03
# 793 794 795 796 797 798
# 1.564156e-04 2.144356e-03 1.704494e-06 2.024022e-04 4.799621e-04 2.244956e-04
# 799 800 801 802 803 804
# 1.545022e-04 1.539064e-03 1.178145e-03 2.258859e-04 8.577806e-04 6.252462e-05
# 805 806 807 808 809 810
# 8.684960e-05 1.954506e-03 6.867399e-03 1.447474e-03 7.233463e-06 2.838495e-05
# 811 812 813 814 815 816
# 3.450252e-04 8.049103e-04 2.048382e-04 1.574569e-04 1.611919e-03 5.668589e-04
# 817 818 819 820 821 822
# 5.175394e-04 4.537397e-04 2.873279e-04 1.831688e-05 2.888562e-06 1.624922e-04
# 823 824 825 826 827 828
# 1.175545e-03 6.731792e-06 6.584022e-05 5.571627e-04 2.312258e-03 1.808312e-04
# 829 830 831 832 833 834
# 1.661190e-03 3.361467e-04 1.178129e-03 1.216249e-03 2.413154e-04 4.678317e-04
# 835 836 837 838 839 840
# 2.927428e-04 1.357345e-03 1.565820e-04 2.538871e-06 7.224042e-04 4.787038e-04
# 841 842 843 844 845 846
# 4.584536e-04 2.761186e-03 1.103406e-03 2.896864e-05 1.007796e-04 1.539240e-04
# 847 848 849 850 851 852
# 1.295321e-03 3.550946e-05 1.504903e-05 5.147707e-03 1.425211e-03 2.978816e-04
# 853 854 855 856 857 858
# 9.658880e-06 5.237535e-04 2.112962e-05 6.986277e-04 5.488686e-04 3.094403e-04
# 859 860 861 862 863 864
# 4.015529e-07 1.856976e-06 4.660315e-04 8.403742e-04 2.163241e-03 1.008769e-04
# 865 866 867 868 869 870
# 5.638730e-05 3.525929e-04 2.006359e-06 2.337344e-03 2.978989e-04 3.970738e-02
# 871 872 873 874 875 876
# 1.079820e-04 2.335804e-04 3.854268e-04 1.365224e-04 7.325721e-04 1.462793e-05
# 877 878 879 880 881 882
# 3.534996e-04 3.498689e-06 1.858280e-03 1.544534e-05 2.396300e-04 1.656366e-04
# 883 884 885 886 887 888
# 2.156032e-03 1.388267e-04 1.975113e-04 5.737835e-06 5.405373e-05 5.326550e-03
# 889 890 891 892 893 894
# 1.176008e-04 1.242068e-04 5.745081e-04 1.386001e-04 6.947351e-05 4.630405e-04
# 895 896 897 898 899 900
# 1.670376e-04 7.488923e-05 6.111467e-03 1.357382e-03 3.857840e-04 7.251249e-03
# 901 902 903 904 905 906
# 2.409060e-06 5.256316e-04 9.719191e-05 6.205035e-08 4.527863e-08 3.255239e-03
# 907 908 909 910 911 912
# 2.201119e-03 7.471355e-03 5.891925e-05 8.942198e-04 1.233727e-03 1.294729e-03
# 913 914 915 916 917 918
# 1.230718e-03 2.170011e-04 2.653200e-03 1.499562e-03 1.882859e-03 1.027551e-04
# 919 920 921 922 923 924
# 2.097703e-03 2.762033e-02 2.888581e-03 6.460248e-03 2.159218e-04 1.710444e-05
# 925 926 927 928 929 930
# 1.105967e-03 1.489553e-04 2.621228e-03 5.913036e-04 6.063600e-05 5.970866e-04
# 931 932 933 934 935 936
# 8.895451e-06 3.343695e-04 1.172793e-03 7.047283e-06 3.605056e-02 2.675004e-02
# 937 938 939 940 941 942
# 1.850290e-03 1.581126e-03 1.776866e-04 2.001583e-03 4.560962e-04 6.846274e-04
# 943 944 945 946 947 948
# 1.796572e-04 5.243167e-03 8.985467e-04 3.359145e-04 2.936231e-04 5.159867e-04
# 949 950 951 952 953 954
# 2.033926e-03 7.428518e-06 7.076266e-06 3.545068e-04 2.886557e-04 7.967128e-04
# 955 956 957 958 959 960
# 2.784865e-03 7.501866e-04 3.034125e-04 2.429106e-04 2.072199e-06 1.080548e-03
# 961 962 963 964 965 966
# 3.442114e-05 8.862949e-05 1.285736e-04 2.116088e-03 6.813540e-04 1.924525e-03
# 967 968 969 970 971 972
# 1.361347e-04 7.131638e-05 1.208481e-03 7.242327e-03 2.554560e-04 2.729120e-03
# 973 974 975 976 977 978
# 7.439769e-04 4.683381e-04 1.700287e-03 3.237171e-03 2.456969e-03 4.734591e-05
# 979 980 981 982 983 984
# 8.290908e-04 3.969786e-03 1.567362e-03 1.111097e-03 1.818735e-04 4.633508e-04
# 985 986 987 988 989 990
# 3.908670e-04 5.306012e-05 5.421865e-04 8.648190e-04 2.279865e-04 1.221198e-05
# 991 992 993 994 995 996
# 9.360577e-05 2.680374e-04 1.473071e-03 1.046325e-03 6.445468e-07 3.948441e-05
# 997 998 999 1000
# 5.766960e-06 1.744932e-04 8.057529e-04 1.604166e-02
#
# $influence$influential
# 3 17 70 90 151 167 214 243 275 308 331 362 372 376 380 397
# 3 17 70 90 151 167 214 243 275 308 331 362 372 376 380 397
# 399 400 448 449 462 486 508 509 512 539 558 571 601 604 623 636
# 399 400 448 449 462 486 508 509 512 539 558 571 601 604 623 636
# 651 653 657 663 675 702 712 714 739 753 758 790 792 807 850 870
# 651 653 657 663 675 702 712 714 739 753 758 790 792 807 850 870
# 888 897 900 908 920 922 935 936 944 970 1000
# 888 897 900 908 920 922 935 936 944 970 1000
#
# $influence$cutoff
# [1] 0.004012036Remediation helpers operate on the fitted model directly.
fitWLS(model)
#
# Call:
# lm(formula = stations ~ mag + depth, data = quakes)
#
# Coefficients:
# (Intercept) mag depth
# -1.540e+02 3.980e+01 9.189e-03
fitRobust(model)
# Call:
# rlm(formula = form, data = data)
# Converged in 7 iterations
#
# Coefficients:
# (Intercept) mag depth
# -180.64561558 45.40282582 0.01238906
#
# Degrees of freedom: 1000 total; 997 residual
# Scale estimate: 9.68
autoTransform(model)
# [INFO] Running Breusch-Pagan test
# [INFO] Running Breusch-Pagan test
# [INFO] Running Breusch-Pagan test
# [INFO] Running Breusch-Pagan test
# $model
#
# Call:
# lm(formula = formula_trans, data = df)
#
# Coefficients:
# (Intercept) mag depth
# -2.5048466 1.2426849 0.0003033
#
#
# $method
# [1] "log"
#
# $lambda
# [1] NASee the package README for a complete list of implemented tests.
R’s built-in quakes dataset records 1,000 seismic events
near Fiji. We can run the diagnostics and attempt a remedial fit on this
real-world data.
quakes_model <- lm(stations ~ mag + depth, data = quakes)
runDiagnostics(quakes_model, quakes)
# $white
#
# White's test for heteroscedasticity
#
# data: model
# X-squared = 125.56, df = 5, p-value < 2.2e-16
# alternative hypothesis: heteroscedasticity present
#
#
# $breusch_pagan
#
# Breusch-Pagan test for heteroscedasticity
#
# data: stations ~ mag + depth
# X-squared = 191.93, df = 2, p-value < 2.2e-16
#
#
# $vif
# mag depth
# 1.056182 1.056182
#
# $reset
#
# RESET test for nonlinearity
#
# data: stations ~ mag + depth
# F = 130.76, df1 = 2, df2 = 995, p-value < 2.2e-16
#
#
# $influence
# $influence$cooks_distance
# 1 2 3 4 5 6
# 1.454504e-04 8.010212e-05 8.607284e-03 4.476282e-04 1.083646e-04 1.101297e-03
# 7 8 9 10 11 12
# 9.346367e-05 1.896963e-04 2.711637e-06 8.889251e-05 1.290241e-03 7.175734e-04
# 13 14 15 16 17 18
# 3.149500e-04 2.130391e-03 2.575807e-03 2.204550e-04 6.057777e-03 7.650046e-04
# 19 20 21 22 23 24
# 1.190645e-03 5.675233e-04 1.346824e-03 1.460858e-08 2.996695e-04 7.652187e-04
# 25 26 27 28 29 30
# 3.698536e-03 7.253494e-04 6.479370e-04 2.918215e-03 2.676040e-04 1.288935e-04
# 31 32 33 34 35 36
# 1.322797e-03 9.548130e-05 1.742009e-07 3.095089e-04 1.540495e-03 6.444379e-04
# 37 38 39 40 41 42
# 3.260122e-04 2.439560e-03 2.378747e-04 4.890376e-04 1.933416e-05 3.213154e-05
# 43 44 45 46 47 48
# 3.286688e-05 9.828450e-04 6.219085e-05 6.215958e-04 4.397684e-05 2.226081e-05
# 49 50 51 52 53 54
# 1.627580e-06 2.684053e-03 9.471056e-05 1.672773e-03 6.134508e-05 6.147939e-04
# 55 56 57 58 59 60
# 9.598194e-07 1.531032e-04 5.821807e-04 1.577887e-04 4.602208e-05 5.081784e-04
# 61 62 63 64 65 66
# 2.555869e-04 1.404548e-04 3.687735e-04 3.866285e-05 1.120433e-03 3.959218e-04
# 67 68 69 70 71 72
# 7.711234e-06 1.525450e-03 6.805645e-05 6.242748e-03 1.107397e-03 5.611105e-05
# 73 74 75 76 77 78
# 1.265586e-05 1.599208e-03 5.009306e-04 2.932025e-04 1.477644e-04 5.132385e-05
# 79 80 81 82 83 84
# 1.406470e-05 3.708912e-04 4.770958e-04 5.773726e-06 2.887050e-05 3.410668e-05
# 85 86 87 88 89 90
# 2.795555e-04 9.271635e-06 3.468520e-05 1.217204e-04 2.481608e-04 6.814963e-03
# 91 92 93 94 95 96
# 3.669910e-04 6.172743e-04 1.669868e-06 9.655687e-06 5.355154e-04 1.648327e-03
# 97 98 99 100 101 102
# 1.628626e-04 4.319054e-04 5.695834e-04 2.039865e-04 4.447047e-04 8.648204e-04
# 103 104 105 106 107 108
# 1.060195e-03 8.762672e-04 5.391740e-04 2.282779e-05 2.876198e-04 3.213382e-04
# 109 110 111 112 113 114
# 7.318723e-04 1.233571e-03 1.777470e-06 4.652695e-07 9.803300e-04 4.875947e-04
# 115 116 117 118 119 120
# 2.593973e-04 5.672999e-04 2.534789e-04 2.487786e-03 5.464304e-04 2.000237e-06
# 121 122 123 124 125 126
# 7.066360e-04 1.439374e-04 1.686707e-03 4.291146e-04 8.996980e-05 8.922963e-04
# 127 128 129 130 131 132
# 1.774334e-04 2.216767e-03 2.182832e-03 4.403744e-06 6.631434e-05 4.506828e-04
# 133 134 135 136 137 138
# 8.167050e-05 1.288742e-04 6.006885e-04 3.127797e-03 2.116238e-03 1.004081e-03
# 139 140 141 142 143 144
# 9.299250e-04 1.804579e-04 3.572856e-04 5.178035e-04 1.004533e-04 7.195587e-04
# 145 146 147 148 149 150
# 3.116365e-04 1.990741e-05 2.728980e-05 1.294776e-05 3.390635e-04 1.573656e-03
# 151 152 153 154 155 156
# 1.360986e-02 1.896685e-03 2.604840e-04 8.298848e-04 1.575989e-03 3.239846e-05
# 157 158 159 160 161 162
# 1.678554e-04 4.248443e-06 1.011350e-03 5.040741e-07 4.476282e-04 6.733230e-04
# 163 164 165 166 167 168
# 3.444458e-06 6.973463e-05 8.824090e-05 9.927529e-04 6.812188e-03 6.498815e-04
# 169 170 171 172 173 174
# 2.270698e-06 3.125087e-07 2.438938e-05 1.719060e-04 2.999155e-05 8.219002e-04
# 175 176 177 178 179 180
# 9.285053e-07 8.359222e-04 2.152513e-04 6.901722e-05 6.377049e-04 9.174977e-05
# 181 182 183 184 185 186
# 2.020731e-03 9.618092e-04 8.136624e-05 4.393195e-06 5.803189e-05 2.541396e-03
# 187 188 189 190 191 192
# 2.221635e-04 1.295871e-04 6.758772e-04 2.713664e-05 3.786639e-04 3.596338e-06
# 193 194 195 196 197 198
# 3.789532e-03 7.784533e-04 1.713832e-04 3.015250e-04 5.545890e-05 6.063209e-04
# 199 200 201 202 203 204
# 6.453820e-04 1.324058e-03 8.072757e-05 3.973659e-04 2.675495e-05 4.011410e-04
# 205 206 207 208 209 210
# 1.407020e-03 9.454527e-05 1.548665e-05 1.302680e-03 9.641889e-05 1.993678e-04
# 211 212 213 214 215 216
# 4.196361e-05 1.288936e-04 1.158573e-03 4.022601e-03 6.262349e-06 1.971215e-06
# 217 218 219 220 221 222
# 2.178179e-04 1.705779e-04 2.017235e-04 5.743189e-07 1.027551e-04 3.806313e-04
# 223 224 225 226 227 228
# 1.321782e-04 3.275625e-04 8.601217e-05 4.586044e-04 2.643659e-04 6.050473e-05
# 229 230 231 232 233 234
# 1.012548e-04 2.298672e-04 6.736951e-04 1.040411e-04 2.849544e-04 1.077104e-03
# 235 236 237 238 239 240
# 1.275991e-03 2.631424e-04 5.638491e-07 6.907381e-04 3.080151e-04 5.050617e-05
# 241 242 243 244 245 246
# 9.059249e-05 9.687826e-04 2.673171e-02 8.418424e-04 1.375358e-05 5.113758e-04
# 247 248 249 250 251 252
# 1.322236e-04 1.679069e-03 1.128422e-03 6.064643e-06 3.326078e-04 8.474387e-06
# 253 254 255 256 257 258
# 2.276769e-03 2.148537e-04 2.253596e-05 1.761104e-04 7.382196e-06 6.357909e-06
# 259 260 261 262 263 264
# 3.457661e-04 3.432381e-04 1.699472e-03 4.533231e-04 6.434685e-04 4.594787e-06
# 265 266 267 268 269 270
# 4.831830e-05 2.899479e-04 9.381715e-04 2.560821e-04 2.355808e-05 5.659708e-04
# 271 272 273 274 275 276
# 1.802743e-04 2.397531e-03 8.998723e-06 1.582943e-04 7.625471e-03 5.861506e-04
# 277 278 279 280 281 282
# 1.924824e-04 1.107913e-04 8.970116e-04 1.167657e-03 1.846352e-05 1.730819e-04
# 283 284 285 286 287 288
# 7.920044e-04 2.609575e-04 5.391706e-06 6.975056e-04 4.653230e-05 7.404759e-06
# 289 290 291 292 293 294
# 1.710657e-04 1.873463e-04 6.666394e-04 2.698283e-03 1.229054e-04 1.750572e-09
# 295 296 297 298 299 300
# 3.170299e-04 3.544604e-05 3.660165e-04 8.561011e-04 2.362550e-03 2.197877e-04
# 301 302 303 304 305 306
# 2.770440e-04 4.111539e-06 1.070166e-04 2.662680e-03 1.738459e-05 5.963423e-04
# 307 308 309 310 311 312
# 5.132561e-04 8.988712e-03 5.424953e-06 1.050619e-03 3.464273e-03 2.215072e-04
# 313 314 315 316 317 318
# 1.448382e-03 3.059074e-04 3.246473e-04 5.743752e-04 3.454396e-05 1.431169e-03
# 319 320 321 322 323 324
# 1.163457e-04 1.813361e-03 6.527792e-04 6.963019e-04 7.674768e-05 2.572294e-04
# 325 326 327 328 329 330
# 8.315699e-04 6.089535e-04 1.991033e-04 5.185259e-04 1.115880e-03 7.399841e-04
# 331 332 333 334 335 336
# 5.165306e-03 2.132156e-03 6.131062e-04 2.603176e-03 2.506294e-05 7.819124e-04
# 337 338 339 340 341 342
# 1.698762e-05 2.571719e-06 5.144821e-04 1.916724e-03 1.747126e-04 3.974441e-03
# 343 344 345 346 347 348
# 9.515094e-04 7.608203e-05 7.073745e-06 1.522752e-04 2.172272e-03 1.081543e-03
# 349 350 351 352 353 354
# 2.891747e-03 2.466954e-03 1.346290e-03 1.870995e-03 2.457227e-04 2.980428e-04
# 355 356 357 358 359 360
# 1.046704e-03 4.461092e-04 1.981092e-04 4.960450e-04 4.381174e-04 1.149823e-03
# 361 362 363 364 365 366
# 7.627428e-05 5.547037e-03 1.147347e-03 4.532987e-07 1.390313e-04 3.430484e-04
# 367 368 369 370 371 372
# 1.230063e-03 7.095661e-04 2.278052e-04 1.848886e-03 1.168403e-03 1.610536e-02
# 373 374 375 376 377 378
# 3.100138e-05 6.661052e-04 4.271869e-06 3.983228e-02 9.135738e-04 8.049329e-05
# 379 380 381 382 383 384
# 1.783047e-06 7.596862e-03 1.181469e-03 7.748307e-05 3.657023e-03 7.482897e-06
# 385 386 387 388 389 390
# 1.799792e-03 3.984432e-04 6.173186e-05 3.370196e-04 1.594575e-03 3.862815e-04
# 391 392 393 394 395 396
# 2.650254e-04 9.117874e-04 1.647818e-04 2.591620e-06 3.034451e-04 1.155703e-04
# 397 398 399 400 401 402
# 6.754566e-03 2.593063e-03 1.732800e-02 1.080629e-02 6.488127e-04 2.036229e-04
# 403 404 405 406 407 408
# 6.494197e-05 1.556864e-03 6.067727e-04 2.664229e-04 3.644854e-05 2.155424e-04
# 409 410 411 412 413 414
# 4.480440e-06 8.012708e-04 5.701054e-04 1.714623e-03 2.003942e-05 1.523301e-04
# 415 416 417 418 419 420
# 1.848538e-04 1.094555e-04 7.906993e-05 1.526538e-03 1.696066e-04 2.598171e-03
# 421 422 423 424 425 426
# 2.421435e-04 8.371938e-05 3.606731e-03 4.834455e-05 6.600910e-04 2.714689e-05
# 427 428 429 430 431 432
# 7.181677e-05 2.352459e-03 1.858691e-04 3.368187e-04 8.712020e-06 1.960936e-03
# 433 434 435 436 437 438
# 1.094602e-03 1.003610e-03 5.697673e-05 9.225951e-06 5.285353e-06 1.684751e-03
# 439 440 441 442 443 444
# 5.976188e-06 1.232448e-04 2.250342e-05 1.562610e-04 2.091322e-04 2.430178e-03
# 445 446 447 448 449 450
# 1.771010e-03 1.294777e-03 1.948488e-04 1.058032e-02 1.466783e-02 9.123870e-05
# 451 452 453 454 455 456
# 1.767965e-04 1.952028e-08 7.831851e-04 4.303933e-06 9.991133e-05 4.739780e-04
# 457 458 459 460 461 462
# 5.532880e-04 5.808676e-04 3.387232e-03 4.607543e-05 6.113513e-04 2.642472e-02
# 463 464 465 466 467 468
# 7.763971e-04 1.280139e-03 1.119801e-04 5.261916e-04 1.304009e-06 9.110953e-04
# 469 470 471 472 473 474
# 1.206394e-04 5.181372e-05 9.163320e-05 4.070636e-04 8.691006e-05 5.259315e-04
# 475 476 477 478 479 480
# 2.079891e-04 5.040618e-05 9.032160e-05 2.495771e-04 1.199250e-03 3.439535e-04
# 481 482 483 484 485 486
# 1.515597e-03 2.303425e-05 1.431066e-03 1.351893e-04 6.491783e-06 4.093342e-03
# 487 488 489 490 491 492
# 1.781758e-03 1.855779e-06 5.769551e-04 2.559844e-03 3.830718e-04 4.104833e-04
# 493 494 495 496 497 498
# 6.293088e-05 4.330607e-04 5.075353e-04 2.312563e-05 2.142592e-06 2.325249e-03
# 499 500 501 502 503 504
# 3.507072e-04 8.735888e-05 4.160862e-05 6.759620e-04 2.326792e-04 7.488486e-05
# 505 506 507 508 509 510
# 3.311136e-04 3.724447e-05 2.229418e-04 8.787383e-03 5.077269e-03 8.041707e-06
# 511 512 513 514 515 516
# 2.750208e-11 6.618443e-03 9.950213e-05 7.020521e-05 3.082069e-05 2.229626e-04
# 517 518 519 520 521 522
# 4.093466e-04 5.848930e-04 1.916268e-06 9.987753e-05 9.496668e-04 9.703981e-04
# 523 524 525 526 527 528
# 9.950213e-05 4.467513e-04 1.397896e-03 1.435793e-03 8.655248e-04 1.463409e-03
# 529 530 531 532 533 534
# 6.054252e-05 9.539230e-06 8.271521e-06 7.213105e-04 1.501862e-03 1.734793e-04
# 535 536 537 538 539 540
# 1.395680e-04 2.389608e-05 3.541492e-04 6.581780e-04 5.663764e-03 1.314865e-05
# 541 542 543 544 545 546
# 3.391677e-03 2.006795e-04 4.608500e-05 8.994636e-05 2.264099e-03 6.989653e-04
# 547 548 549 550 551 552
# 2.041812e-03 3.282826e-05 2.607819e-03 1.127666e-04 6.635391e-05 1.396609e-06
# 553 554 555 556 557 558
# 7.882728e-04 2.062552e-05 8.759916e-04 4.060994e-04 3.169261e-04 2.172569e-02
# 559 560 561 562 563 564
# 4.727893e-04 8.468366e-07 1.720969e-05 1.934250e-03 2.335144e-03 1.647439e-03
# 565 566 567 568 569 570
# 2.502536e-04 6.653024e-04 2.663844e-04 8.400234e-05 6.262081e-05 6.106452e-05
# 571 572 573 574 575 576
# 6.271639e-03 8.441752e-05 2.287273e-08 3.125011e-03 4.863026e-06 2.928999e-04
# 577 578 579 580 581 582
# 2.540225e-04 2.979886e-04 1.333432e-03 5.272996e-06 8.759020e-05 1.293530e-04
# 583 584 585 586 587 588
# 7.342273e-06 3.509985e-03 2.019662e-03 8.410665e-04 2.498742e-04 3.103613e-08
# 589 590 591 592 593 594
# 4.820507e-04 1.452900e-03 3.470369e-05 1.002250e-04 1.143857e-04 4.096423e-04
# 595 596 597 598 599 600
# 1.189062e-03 3.913174e-05 4.652351e-04 1.322955e-03 5.610553e-05 2.936843e-05
# 601 602 603 604 605 606
# 1.015027e-02 8.058720e-04 4.205245e-05 8.513408e-03 3.572264e-03 3.343216e-04
# 607 608 609 610 611 612
# 1.768871e-05 2.085399e-04 4.677359e-08 5.287110e-05 1.743867e-05 9.013439e-05
# 613 614 615 616 617 618
# 2.064262e-04 8.242024e-06 6.489838e-06 8.013945e-04 9.719191e-05 1.400797e-04
# 619 620 621 622 623 624
# 3.140498e-04 8.144097e-04 5.364940e-06 4.608256e-04 4.792040e-03 1.531676e-03
# 625 626 627 628 629 630
# 2.163090e-04 2.809024e-04 2.806910e-04 3.576925e-04 8.135362e-05 7.327558e-04
# 631 632 633 634 635 636
# 1.098637e-05 2.063031e-03 2.530280e-06 2.611493e-04 1.184755e-07 4.906597e-02
# 637 638 639 640 641 642
# 1.584843e-03 1.347520e-03 3.252513e-03 9.801511e-05 2.770572e-03 1.769412e-05
# 643 644 645 646 647 648
# 2.036713e-03 3.565046e-04 2.398026e-07 4.103639e-04 8.210783e-04 6.047580e-05
# 649 650 651 652 653 654
# 1.438482e-03 9.673131e-05 4.016773e-03 1.377735e-04 5.285564e-03 8.632848e-06
# 655 656 657 658 659 660
# 1.568621e-03 2.698125e-05 4.515412e-03 2.973097e-04 6.681463e-05 3.082506e-04
# 661 662 663 664 665 666
# 5.529114e-06 1.077364e-07 1.714489e-02 1.795071e-03 1.271018e-04 2.302518e-04
# 667 668 669 670 671 672
# 1.088180e-03 1.908814e-04 1.181343e-04 3.085384e-04 2.328757e-06 3.428290e-07
# 673 674 675 676 677 678
# 1.108826e-03 5.411973e-06 2.278891e-02 3.514741e-07 5.192652e-04 3.645797e-04
# 679 680 681 682 683 684
# 3.886925e-03 5.209815e-08 2.747551e-04 1.347936e-04 6.909379e-07 2.246006e-04
# 685 686 687 688 689 690
# 6.526249e-05 1.543942e-03 1.163792e-05 7.226645e-06 8.701434e-04 2.318997e-05
# 691 692 693 694 695 696
# 6.784884e-05 2.243106e-04 2.548919e-04 1.556602e-04 7.314943e-05 7.577799e-04
# 697 698 699 700 701 702
# 1.106356e-03 6.782817e-04 8.864887e-04 2.058625e-04 5.444202e-04 1.002087e-02
# 703 704 705 706 707 708
# 1.600480e-04 1.803078e-03 2.460335e-05 2.069061e-04 3.165046e-03 2.358445e-03
# 709 710 711 712 713 714
# 7.031996e-04 1.059012e-04 4.403328e-05 1.726870e-02 4.600677e-05 7.334050e-03
# 715 716 717 718 719 720
# 3.839671e-03 6.552220e-04 1.148730e-04 3.271510e-04 1.531447e-03 1.768982e-05
# 721 722 723 724 725 726
# 8.951990e-06 1.100596e-03 6.252350e-04 3.780479e-04 4.012709e-04 7.788258e-07
# 727 728 729 730 731 732
# 7.799883e-04 1.027596e-05 1.981505e-03 1.292803e-04 3.795289e-05 1.038615e-04
# 733 734 735 736 737 738
# 1.147388e-03 2.027998e-05 2.694623e-04 5.660228e-04 3.577965e-04 1.004580e-04
# 739 740 741 742 743 744
# 4.354559e-03 1.688785e-04 2.976606e-04 5.688377e-04 3.401688e-04 2.157617e-06
# 745 746 747 748 749 750
# 9.418815e-04 8.055503e-04 9.429964e-06 8.097102e-04 1.282625e-03 4.039396e-04
# 751 752 753 754 755 756
# 7.221887e-05 4.944557e-04 1.811121e-02 2.174841e-05 7.114780e-05 2.591806e-04
# 757 758 759 760 761 762
# 5.901567e-04 6.151635e-03 3.190628e-04 2.729119e-03 2.485600e-06 1.534935e-03
# 763 764 765 766 767 768
# 6.175267e-05 1.730799e-03 9.005416e-04 1.745883e-04 6.251554e-04 1.148522e-04
# 769 770 771 772 773 774
# 4.808785e-04 1.308032e-03 4.701841e-04 1.150277e-03 1.128134e-04 4.666687e-06
# 775 776 777 778 779 780
# 2.488478e-03 6.896079e-05 9.256739e-05 1.269279e-03 2.105541e-06 2.498533e-04
# 781 782 783 784 785 786
# 8.468366e-07 3.504641e-05 1.323630e-06 4.530716e-04 1.293002e-05 4.223379e-07
# 787 788 789 790 791 792
# 4.773331e-04 6.832607e-04 1.798748e-04 4.348118e-03 1.458296e-04 7.183720e-03
# 793 794 795 796 797 798
# 1.564156e-04 2.144356e-03 1.704494e-06 2.024022e-04 4.799621e-04 2.244956e-04
# 799 800 801 802 803 804
# 1.545022e-04 1.539064e-03 1.178145e-03 2.258859e-04 8.577806e-04 6.252462e-05
# 805 806 807 808 809 810
# 8.684960e-05 1.954506e-03 6.867399e-03 1.447474e-03 7.233463e-06 2.838495e-05
# 811 812 813 814 815 816
# 3.450252e-04 8.049103e-04 2.048382e-04 1.574569e-04 1.611919e-03 5.668589e-04
# 817 818 819 820 821 822
# 5.175394e-04 4.537397e-04 2.873279e-04 1.831688e-05 2.888562e-06 1.624922e-04
# 823 824 825 826 827 828
# 1.175545e-03 6.731792e-06 6.584022e-05 5.571627e-04 2.312258e-03 1.808312e-04
# 829 830 831 832 833 834
# 1.661190e-03 3.361467e-04 1.178129e-03 1.216249e-03 2.413154e-04 4.678317e-04
# 835 836 837 838 839 840
# 2.927428e-04 1.357345e-03 1.565820e-04 2.538871e-06 7.224042e-04 4.787038e-04
# 841 842 843 844 845 846
# 4.584536e-04 2.761186e-03 1.103406e-03 2.896864e-05 1.007796e-04 1.539240e-04
# 847 848 849 850 851 852
# 1.295321e-03 3.550946e-05 1.504903e-05 5.147707e-03 1.425211e-03 2.978816e-04
# 853 854 855 856 857 858
# 9.658880e-06 5.237535e-04 2.112962e-05 6.986277e-04 5.488686e-04 3.094403e-04
# 859 860 861 862 863 864
# 4.015529e-07 1.856976e-06 4.660315e-04 8.403742e-04 2.163241e-03 1.008769e-04
# 865 866 867 868 869 870
# 5.638730e-05 3.525929e-04 2.006359e-06 2.337344e-03 2.978989e-04 3.970738e-02
# 871 872 873 874 875 876
# 1.079820e-04 2.335804e-04 3.854268e-04 1.365224e-04 7.325721e-04 1.462793e-05
# 877 878 879 880 881 882
# 3.534996e-04 3.498689e-06 1.858280e-03 1.544534e-05 2.396300e-04 1.656366e-04
# 883 884 885 886 887 888
# 2.156032e-03 1.388267e-04 1.975113e-04 5.737835e-06 5.405373e-05 5.326550e-03
# 889 890 891 892 893 894
# 1.176008e-04 1.242068e-04 5.745081e-04 1.386001e-04 6.947351e-05 4.630405e-04
# 895 896 897 898 899 900
# 1.670376e-04 7.488923e-05 6.111467e-03 1.357382e-03 3.857840e-04 7.251249e-03
# 901 902 903 904 905 906
# 2.409060e-06 5.256316e-04 9.719191e-05 6.205035e-08 4.527863e-08 3.255239e-03
# 907 908 909 910 911 912
# 2.201119e-03 7.471355e-03 5.891925e-05 8.942198e-04 1.233727e-03 1.294729e-03
# 913 914 915 916 917 918
# 1.230718e-03 2.170011e-04 2.653200e-03 1.499562e-03 1.882859e-03 1.027551e-04
# 919 920 921 922 923 924
# 2.097703e-03 2.762033e-02 2.888581e-03 6.460248e-03 2.159218e-04 1.710444e-05
# 925 926 927 928 929 930
# 1.105967e-03 1.489553e-04 2.621228e-03 5.913036e-04 6.063600e-05 5.970866e-04
# 931 932 933 934 935 936
# 8.895451e-06 3.343695e-04 1.172793e-03 7.047283e-06 3.605056e-02 2.675004e-02
# 937 938 939 940 941 942
# 1.850290e-03 1.581126e-03 1.776866e-04 2.001583e-03 4.560962e-04 6.846274e-04
# 943 944 945 946 947 948
# 1.796572e-04 5.243167e-03 8.985467e-04 3.359145e-04 2.936231e-04 5.159867e-04
# 949 950 951 952 953 954
# 2.033926e-03 7.428518e-06 7.076266e-06 3.545068e-04 2.886557e-04 7.967128e-04
# 955 956 957 958 959 960
# 2.784865e-03 7.501866e-04 3.034125e-04 2.429106e-04 2.072199e-06 1.080548e-03
# 961 962 963 964 965 966
# 3.442114e-05 8.862949e-05 1.285736e-04 2.116088e-03 6.813540e-04 1.924525e-03
# 967 968 969 970 971 972
# 1.361347e-04 7.131638e-05 1.208481e-03 7.242327e-03 2.554560e-04 2.729120e-03
# 973 974 975 976 977 978
# 7.439769e-04 4.683381e-04 1.700287e-03 3.237171e-03 2.456969e-03 4.734591e-05
# 979 980 981 982 983 984
# 8.290908e-04 3.969786e-03 1.567362e-03 1.111097e-03 1.818735e-04 4.633508e-04
# 985 986 987 988 989 990
# 3.908670e-04 5.306012e-05 5.421865e-04 8.648190e-04 2.279865e-04 1.221198e-05
# 991 992 993 994 995 996
# 9.360577e-05 2.680374e-04 1.473071e-03 1.046325e-03 6.445468e-07 3.948441e-05
# 997 998 999 1000
# 5.766960e-06 1.744932e-04 8.057529e-04 1.604166e-02
#
# $influence$influential
# 3 17 70 90 151 167 214 243 275 308 331 362 372 376 380 397
# 3 17 70 90 151 167 214 243 275 308 331 362 372 376 380 397
# 399 400 448 449 462 486 508 509 512 539 558 571 601 604 623 636
# 399 400 448 449 462 486 508 509 512 539 558 571 601 604 623 636
# 651 653 657 663 675 702 712 714 739 753 758 790 792 807 850 870
# 651 653 657 663 675 702 712 714 739 753 758 790 792 807 850 870
# 888 897 900 908 920 922 935 936 944 970 1000
# 888 897 900 908 920 922 935 936 944 970 1000
#
# $influence$cutoff
# [1] 0.004012036
fitWLS(quakes_model)
#
# Call:
# lm(formula = stations ~ mag + depth, data = quakes)
#
# Coefficients:
# (Intercept) mag depth
# -1.540e+02 3.980e+01 9.189e-03The Theoph dataset from base R contains blood
concentration measures after a single dose. Diagnostics reveal
heteroscedasticity and let us visualise the residual spread.
data(Theoph, package = "datasets")
dose_model <- lm(conc ~ Time, data = Theoph)
performWhiteTest(dose_model, Theoph)
# [INFO] Running White test
# [INFO] White test completed: statistic = 40.4104 df = 2 p = 0
#
# White's test for heteroscedasticity
#
# data: dose_model
# X-squared = 40.41, df = 2, p-value = 1.679e-09
# alternative hypothesis: heteroscedasticity present
plot(HeteroDiagnostic(dose_model, Theoph))
# $residuals_fitted
# `geom_smooth()` using formula = 'y ~ x'#
# $spread_level
# `geom_smooth()` using formula = 'y ~ x'
#
# $density
#
# $qq
#
# $bubble_variance
This short example shows how to detect heteroscedasticity, choose a remedy and re-test the model.
hd <- HeteroDiagnostic(stations ~ mag + depth, quakes)
test(hd)
# $white
#
# White's test for heteroscedasticity
#
# data: model
# X-squared = 125.56, df = 5, p-value < 2.2e-16
# alternative hypothesis: heteroscedasticity present
#
#
# $breusch_pagan
#
# Breusch-Pagan test for heteroscedasticity
#
# data: stations ~ mag + depth
# X-squared = 191.93, df = 2, p-value < 2.2e-16
#
#
# $vif
# mag depth
# 1.056182 1.056182
#
# $reset
#
# RESET test for nonlinearity
#
# data: stations ~ mag + depth
# F = 130.76, df1 = 2, df2 = 995, p-value < 2.2e-16
#
#
# $influence
# $influence$cooks_distance
# 1 2 3 4 5 6
# 1.454504e-04 8.010212e-05 8.607284e-03 4.476282e-04 1.083646e-04 1.101297e-03
# 7 8 9 10 11 12
# 9.346367e-05 1.896963e-04 2.711637e-06 8.889251e-05 1.290241e-03 7.175734e-04
# 13 14 15 16 17 18
# 3.149500e-04 2.130391e-03 2.575807e-03 2.204550e-04 6.057777e-03 7.650046e-04
# 19 20 21 22 23 24
# 1.190645e-03 5.675233e-04 1.346824e-03 1.460858e-08 2.996695e-04 7.652187e-04
# 25 26 27 28 29 30
# 3.698536e-03 7.253494e-04 6.479370e-04 2.918215e-03 2.676040e-04 1.288935e-04
# 31 32 33 34 35 36
# 1.322797e-03 9.548130e-05 1.742009e-07 3.095089e-04 1.540495e-03 6.444379e-04
# 37 38 39 40 41 42
# 3.260122e-04 2.439560e-03 2.378747e-04 4.890376e-04 1.933416e-05 3.213154e-05
# 43 44 45 46 47 48
# 3.286688e-05 9.828450e-04 6.219085e-05 6.215958e-04 4.397684e-05 2.226081e-05
# 49 50 51 52 53 54
# 1.627580e-06 2.684053e-03 9.471056e-05 1.672773e-03 6.134508e-05 6.147939e-04
# 55 56 57 58 59 60
# 9.598194e-07 1.531032e-04 5.821807e-04 1.577887e-04 4.602208e-05 5.081784e-04
# 61 62 63 64 65 66
# 2.555869e-04 1.404548e-04 3.687735e-04 3.866285e-05 1.120433e-03 3.959218e-04
# 67 68 69 70 71 72
# 7.711234e-06 1.525450e-03 6.805645e-05 6.242748e-03 1.107397e-03 5.611105e-05
# 73 74 75 76 77 78
# 1.265586e-05 1.599208e-03 5.009306e-04 2.932025e-04 1.477644e-04 5.132385e-05
# 79 80 81 82 83 84
# 1.406470e-05 3.708912e-04 4.770958e-04 5.773726e-06 2.887050e-05 3.410668e-05
# 85 86 87 88 89 90
# 2.795555e-04 9.271635e-06 3.468520e-05 1.217204e-04 2.481608e-04 6.814963e-03
# 91 92 93 94 95 96
# 3.669910e-04 6.172743e-04 1.669868e-06 9.655687e-06 5.355154e-04 1.648327e-03
# 97 98 99 100 101 102
# 1.628626e-04 4.319054e-04 5.695834e-04 2.039865e-04 4.447047e-04 8.648204e-04
# 103 104 105 106 107 108
# 1.060195e-03 8.762672e-04 5.391740e-04 2.282779e-05 2.876198e-04 3.213382e-04
# 109 110 111 112 113 114
# 7.318723e-04 1.233571e-03 1.777470e-06 4.652695e-07 9.803300e-04 4.875947e-04
# 115 116 117 118 119 120
# 2.593973e-04 5.672999e-04 2.534789e-04 2.487786e-03 5.464304e-04 2.000237e-06
# 121 122 123 124 125 126
# 7.066360e-04 1.439374e-04 1.686707e-03 4.291146e-04 8.996980e-05 8.922963e-04
# 127 128 129 130 131 132
# 1.774334e-04 2.216767e-03 2.182832e-03 4.403744e-06 6.631434e-05 4.506828e-04
# 133 134 135 136 137 138
# 8.167050e-05 1.288742e-04 6.006885e-04 3.127797e-03 2.116238e-03 1.004081e-03
# 139 140 141 142 143 144
# 9.299250e-04 1.804579e-04 3.572856e-04 5.178035e-04 1.004533e-04 7.195587e-04
# 145 146 147 148 149 150
# 3.116365e-04 1.990741e-05 2.728980e-05 1.294776e-05 3.390635e-04 1.573656e-03
# 151 152 153 154 155 156
# 1.360986e-02 1.896685e-03 2.604840e-04 8.298848e-04 1.575989e-03 3.239846e-05
# 157 158 159 160 161 162
# 1.678554e-04 4.248443e-06 1.011350e-03 5.040741e-07 4.476282e-04 6.733230e-04
# 163 164 165 166 167 168
# 3.444458e-06 6.973463e-05 8.824090e-05 9.927529e-04 6.812188e-03 6.498815e-04
# 169 170 171 172 173 174
# 2.270698e-06 3.125087e-07 2.438938e-05 1.719060e-04 2.999155e-05 8.219002e-04
# 175 176 177 178 179 180
# 9.285053e-07 8.359222e-04 2.152513e-04 6.901722e-05 6.377049e-04 9.174977e-05
# 181 182 183 184 185 186
# 2.020731e-03 9.618092e-04 8.136624e-05 4.393195e-06 5.803189e-05 2.541396e-03
# 187 188 189 190 191 192
# 2.221635e-04 1.295871e-04 6.758772e-04 2.713664e-05 3.786639e-04 3.596338e-06
# 193 194 195 196 197 198
# 3.789532e-03 7.784533e-04 1.713832e-04 3.015250e-04 5.545890e-05 6.063209e-04
# 199 200 201 202 203 204
# 6.453820e-04 1.324058e-03 8.072757e-05 3.973659e-04 2.675495e-05 4.011410e-04
# 205 206 207 208 209 210
# 1.407020e-03 9.454527e-05 1.548665e-05 1.302680e-03 9.641889e-05 1.993678e-04
# 211 212 213 214 215 216
# 4.196361e-05 1.288936e-04 1.158573e-03 4.022601e-03 6.262349e-06 1.971215e-06
# 217 218 219 220 221 222
# 2.178179e-04 1.705779e-04 2.017235e-04 5.743189e-07 1.027551e-04 3.806313e-04
# 223 224 225 226 227 228
# 1.321782e-04 3.275625e-04 8.601217e-05 4.586044e-04 2.643659e-04 6.050473e-05
# 229 230 231 232 233 234
# 1.012548e-04 2.298672e-04 6.736951e-04 1.040411e-04 2.849544e-04 1.077104e-03
# 235 236 237 238 239 240
# 1.275991e-03 2.631424e-04 5.638491e-07 6.907381e-04 3.080151e-04 5.050617e-05
# 241 242 243 244 245 246
# 9.059249e-05 9.687826e-04 2.673171e-02 8.418424e-04 1.375358e-05 5.113758e-04
# 247 248 249 250 251 252
# 1.322236e-04 1.679069e-03 1.128422e-03 6.064643e-06 3.326078e-04 8.474387e-06
# 253 254 255 256 257 258
# 2.276769e-03 2.148537e-04 2.253596e-05 1.761104e-04 7.382196e-06 6.357909e-06
# 259 260 261 262 263 264
# 3.457661e-04 3.432381e-04 1.699472e-03 4.533231e-04 6.434685e-04 4.594787e-06
# 265 266 267 268 269 270
# 4.831830e-05 2.899479e-04 9.381715e-04 2.560821e-04 2.355808e-05 5.659708e-04
# 271 272 273 274 275 276
# 1.802743e-04 2.397531e-03 8.998723e-06 1.582943e-04 7.625471e-03 5.861506e-04
# 277 278 279 280 281 282
# 1.924824e-04 1.107913e-04 8.970116e-04 1.167657e-03 1.846352e-05 1.730819e-04
# 283 284 285 286 287 288
# 7.920044e-04 2.609575e-04 5.391706e-06 6.975056e-04 4.653230e-05 7.404759e-06
# 289 290 291 292 293 294
# 1.710657e-04 1.873463e-04 6.666394e-04 2.698283e-03 1.229054e-04 1.750572e-09
# 295 296 297 298 299 300
# 3.170299e-04 3.544604e-05 3.660165e-04 8.561011e-04 2.362550e-03 2.197877e-04
# 301 302 303 304 305 306
# 2.770440e-04 4.111539e-06 1.070166e-04 2.662680e-03 1.738459e-05 5.963423e-04
# 307 308 309 310 311 312
# 5.132561e-04 8.988712e-03 5.424953e-06 1.050619e-03 3.464273e-03 2.215072e-04
# 313 314 315 316 317 318
# 1.448382e-03 3.059074e-04 3.246473e-04 5.743752e-04 3.454396e-05 1.431169e-03
# 319 320 321 322 323 324
# 1.163457e-04 1.813361e-03 6.527792e-04 6.963019e-04 7.674768e-05 2.572294e-04
# 325 326 327 328 329 330
# 8.315699e-04 6.089535e-04 1.991033e-04 5.185259e-04 1.115880e-03 7.399841e-04
# 331 332 333 334 335 336
# 5.165306e-03 2.132156e-03 6.131062e-04 2.603176e-03 2.506294e-05 7.819124e-04
# 337 338 339 340 341 342
# 1.698762e-05 2.571719e-06 5.144821e-04 1.916724e-03 1.747126e-04 3.974441e-03
# 343 344 345 346 347 348
# 9.515094e-04 7.608203e-05 7.073745e-06 1.522752e-04 2.172272e-03 1.081543e-03
# 349 350 351 352 353 354
# 2.891747e-03 2.466954e-03 1.346290e-03 1.870995e-03 2.457227e-04 2.980428e-04
# 355 356 357 358 359 360
# 1.046704e-03 4.461092e-04 1.981092e-04 4.960450e-04 4.381174e-04 1.149823e-03
# 361 362 363 364 365 366
# 7.627428e-05 5.547037e-03 1.147347e-03 4.532987e-07 1.390313e-04 3.430484e-04
# 367 368 369 370 371 372
# 1.230063e-03 7.095661e-04 2.278052e-04 1.848886e-03 1.168403e-03 1.610536e-02
# 373 374 375 376 377 378
# 3.100138e-05 6.661052e-04 4.271869e-06 3.983228e-02 9.135738e-04 8.049329e-05
# 379 380 381 382 383 384
# 1.783047e-06 7.596862e-03 1.181469e-03 7.748307e-05 3.657023e-03 7.482897e-06
# 385 386 387 388 389 390
# 1.799792e-03 3.984432e-04 6.173186e-05 3.370196e-04 1.594575e-03 3.862815e-04
# 391 392 393 394 395 396
# 2.650254e-04 9.117874e-04 1.647818e-04 2.591620e-06 3.034451e-04 1.155703e-04
# 397 398 399 400 401 402
# 6.754566e-03 2.593063e-03 1.732800e-02 1.080629e-02 6.488127e-04 2.036229e-04
# 403 404 405 406 407 408
# 6.494197e-05 1.556864e-03 6.067727e-04 2.664229e-04 3.644854e-05 2.155424e-04
# 409 410 411 412 413 414
# 4.480440e-06 8.012708e-04 5.701054e-04 1.714623e-03 2.003942e-05 1.523301e-04
# 415 416 417 418 419 420
# 1.848538e-04 1.094555e-04 7.906993e-05 1.526538e-03 1.696066e-04 2.598171e-03
# 421 422 423 424 425 426
# 2.421435e-04 8.371938e-05 3.606731e-03 4.834455e-05 6.600910e-04 2.714689e-05
# 427 428 429 430 431 432
# 7.181677e-05 2.352459e-03 1.858691e-04 3.368187e-04 8.712020e-06 1.960936e-03
# 433 434 435 436 437 438
# 1.094602e-03 1.003610e-03 5.697673e-05 9.225951e-06 5.285353e-06 1.684751e-03
# 439 440 441 442 443 444
# 5.976188e-06 1.232448e-04 2.250342e-05 1.562610e-04 2.091322e-04 2.430178e-03
# 445 446 447 448 449 450
# 1.771010e-03 1.294777e-03 1.948488e-04 1.058032e-02 1.466783e-02 9.123870e-05
# 451 452 453 454 455 456
# 1.767965e-04 1.952028e-08 7.831851e-04 4.303933e-06 9.991133e-05 4.739780e-04
# 457 458 459 460 461 462
# 5.532880e-04 5.808676e-04 3.387232e-03 4.607543e-05 6.113513e-04 2.642472e-02
# 463 464 465 466 467 468
# 7.763971e-04 1.280139e-03 1.119801e-04 5.261916e-04 1.304009e-06 9.110953e-04
# 469 470 471 472 473 474
# 1.206394e-04 5.181372e-05 9.163320e-05 4.070636e-04 8.691006e-05 5.259315e-04
# 475 476 477 478 479 480
# 2.079891e-04 5.040618e-05 9.032160e-05 2.495771e-04 1.199250e-03 3.439535e-04
# 481 482 483 484 485 486
# 1.515597e-03 2.303425e-05 1.431066e-03 1.351893e-04 6.491783e-06 4.093342e-03
# 487 488 489 490 491 492
# 1.781758e-03 1.855779e-06 5.769551e-04 2.559844e-03 3.830718e-04 4.104833e-04
# 493 494 495 496 497 498
# 6.293088e-05 4.330607e-04 5.075353e-04 2.312563e-05 2.142592e-06 2.325249e-03
# 499 500 501 502 503 504
# 3.507072e-04 8.735888e-05 4.160862e-05 6.759620e-04 2.326792e-04 7.488486e-05
# 505 506 507 508 509 510
# 3.311136e-04 3.724447e-05 2.229418e-04 8.787383e-03 5.077269e-03 8.041707e-06
# 511 512 513 514 515 516
# 2.750208e-11 6.618443e-03 9.950213e-05 7.020521e-05 3.082069e-05 2.229626e-04
# 517 518 519 520 521 522
# 4.093466e-04 5.848930e-04 1.916268e-06 9.987753e-05 9.496668e-04 9.703981e-04
# 523 524 525 526 527 528
# 9.950213e-05 4.467513e-04 1.397896e-03 1.435793e-03 8.655248e-04 1.463409e-03
# 529 530 531 532 533 534
# 6.054252e-05 9.539230e-06 8.271521e-06 7.213105e-04 1.501862e-03 1.734793e-04
# 535 536 537 538 539 540
# 1.395680e-04 2.389608e-05 3.541492e-04 6.581780e-04 5.663764e-03 1.314865e-05
# 541 542 543 544 545 546
# 3.391677e-03 2.006795e-04 4.608500e-05 8.994636e-05 2.264099e-03 6.989653e-04
# 547 548 549 550 551 552
# 2.041812e-03 3.282826e-05 2.607819e-03 1.127666e-04 6.635391e-05 1.396609e-06
# 553 554 555 556 557 558
# 7.882728e-04 2.062552e-05 8.759916e-04 4.060994e-04 3.169261e-04 2.172569e-02
# 559 560 561 562 563 564
# 4.727893e-04 8.468366e-07 1.720969e-05 1.934250e-03 2.335144e-03 1.647439e-03
# 565 566 567 568 569 570
# 2.502536e-04 6.653024e-04 2.663844e-04 8.400234e-05 6.262081e-05 6.106452e-05
# 571 572 573 574 575 576
# 6.271639e-03 8.441752e-05 2.287273e-08 3.125011e-03 4.863026e-06 2.928999e-04
# 577 578 579 580 581 582
# 2.540225e-04 2.979886e-04 1.333432e-03 5.272996e-06 8.759020e-05 1.293530e-04
# 583 584 585 586 587 588
# 7.342273e-06 3.509985e-03 2.019662e-03 8.410665e-04 2.498742e-04 3.103613e-08
# 589 590 591 592 593 594
# 4.820507e-04 1.452900e-03 3.470369e-05 1.002250e-04 1.143857e-04 4.096423e-04
# 595 596 597 598 599 600
# 1.189062e-03 3.913174e-05 4.652351e-04 1.322955e-03 5.610553e-05 2.936843e-05
# 601 602 603 604 605 606
# 1.015027e-02 8.058720e-04 4.205245e-05 8.513408e-03 3.572264e-03 3.343216e-04
# 607 608 609 610 611 612
# 1.768871e-05 2.085399e-04 4.677359e-08 5.287110e-05 1.743867e-05 9.013439e-05
# 613 614 615 616 617 618
# 2.064262e-04 8.242024e-06 6.489838e-06 8.013945e-04 9.719191e-05 1.400797e-04
# 619 620 621 622 623 624
# 3.140498e-04 8.144097e-04 5.364940e-06 4.608256e-04 4.792040e-03 1.531676e-03
# 625 626 627 628 629 630
# 2.163090e-04 2.809024e-04 2.806910e-04 3.576925e-04 8.135362e-05 7.327558e-04
# 631 632 633 634 635 636
# 1.098637e-05 2.063031e-03 2.530280e-06 2.611493e-04 1.184755e-07 4.906597e-02
# 637 638 639 640 641 642
# 1.584843e-03 1.347520e-03 3.252513e-03 9.801511e-05 2.770572e-03 1.769412e-05
# 643 644 645 646 647 648
# 2.036713e-03 3.565046e-04 2.398026e-07 4.103639e-04 8.210783e-04 6.047580e-05
# 649 650 651 652 653 654
# 1.438482e-03 9.673131e-05 4.016773e-03 1.377735e-04 5.285564e-03 8.632848e-06
# 655 656 657 658 659 660
# 1.568621e-03 2.698125e-05 4.515412e-03 2.973097e-04 6.681463e-05 3.082506e-04
# 661 662 663 664 665 666
# 5.529114e-06 1.077364e-07 1.714489e-02 1.795071e-03 1.271018e-04 2.302518e-04
# 667 668 669 670 671 672
# 1.088180e-03 1.908814e-04 1.181343e-04 3.085384e-04 2.328757e-06 3.428290e-07
# 673 674 675 676 677 678
# 1.108826e-03 5.411973e-06 2.278891e-02 3.514741e-07 5.192652e-04 3.645797e-04
# 679 680 681 682 683 684
# 3.886925e-03 5.209815e-08 2.747551e-04 1.347936e-04 6.909379e-07 2.246006e-04
# 685 686 687 688 689 690
# 6.526249e-05 1.543942e-03 1.163792e-05 7.226645e-06 8.701434e-04 2.318997e-05
# 691 692 693 694 695 696
# 6.784884e-05 2.243106e-04 2.548919e-04 1.556602e-04 7.314943e-05 7.577799e-04
# 697 698 699 700 701 702
# 1.106356e-03 6.782817e-04 8.864887e-04 2.058625e-04 5.444202e-04 1.002087e-02
# 703 704 705 706 707 708
# 1.600480e-04 1.803078e-03 2.460335e-05 2.069061e-04 3.165046e-03 2.358445e-03
# 709 710 711 712 713 714
# 7.031996e-04 1.059012e-04 4.403328e-05 1.726870e-02 4.600677e-05 7.334050e-03
# 715 716 717 718 719 720
# 3.839671e-03 6.552220e-04 1.148730e-04 3.271510e-04 1.531447e-03 1.768982e-05
# 721 722 723 724 725 726
# 8.951990e-06 1.100596e-03 6.252350e-04 3.780479e-04 4.012709e-04 7.788258e-07
# 727 728 729 730 731 732
# 7.799883e-04 1.027596e-05 1.981505e-03 1.292803e-04 3.795289e-05 1.038615e-04
# 733 734 735 736 737 738
# 1.147388e-03 2.027998e-05 2.694623e-04 5.660228e-04 3.577965e-04 1.004580e-04
# 739 740 741 742 743 744
# 4.354559e-03 1.688785e-04 2.976606e-04 5.688377e-04 3.401688e-04 2.157617e-06
# 745 746 747 748 749 750
# 9.418815e-04 8.055503e-04 9.429964e-06 8.097102e-04 1.282625e-03 4.039396e-04
# 751 752 753 754 755 756
# 7.221887e-05 4.944557e-04 1.811121e-02 2.174841e-05 7.114780e-05 2.591806e-04
# 757 758 759 760 761 762
# 5.901567e-04 6.151635e-03 3.190628e-04 2.729119e-03 2.485600e-06 1.534935e-03
# 763 764 765 766 767 768
# 6.175267e-05 1.730799e-03 9.005416e-04 1.745883e-04 6.251554e-04 1.148522e-04
# 769 770 771 772 773 774
# 4.808785e-04 1.308032e-03 4.701841e-04 1.150277e-03 1.128134e-04 4.666687e-06
# 775 776 777 778 779 780
# 2.488478e-03 6.896079e-05 9.256739e-05 1.269279e-03 2.105541e-06 2.498533e-04
# 781 782 783 784 785 786
# 8.468366e-07 3.504641e-05 1.323630e-06 4.530716e-04 1.293002e-05 4.223379e-07
# 787 788 789 790 791 792
# 4.773331e-04 6.832607e-04 1.798748e-04 4.348118e-03 1.458296e-04 7.183720e-03
# 793 794 795 796 797 798
# 1.564156e-04 2.144356e-03 1.704494e-06 2.024022e-04 4.799621e-04 2.244956e-04
# 799 800 801 802 803 804
# 1.545022e-04 1.539064e-03 1.178145e-03 2.258859e-04 8.577806e-04 6.252462e-05
# 805 806 807 808 809 810
# 8.684960e-05 1.954506e-03 6.867399e-03 1.447474e-03 7.233463e-06 2.838495e-05
# 811 812 813 814 815 816
# 3.450252e-04 8.049103e-04 2.048382e-04 1.574569e-04 1.611919e-03 5.668589e-04
# 817 818 819 820 821 822
# 5.175394e-04 4.537397e-04 2.873279e-04 1.831688e-05 2.888562e-06 1.624922e-04
# 823 824 825 826 827 828
# 1.175545e-03 6.731792e-06 6.584022e-05 5.571627e-04 2.312258e-03 1.808312e-04
# 829 830 831 832 833 834
# 1.661190e-03 3.361467e-04 1.178129e-03 1.216249e-03 2.413154e-04 4.678317e-04
# 835 836 837 838 839 840
# 2.927428e-04 1.357345e-03 1.565820e-04 2.538871e-06 7.224042e-04 4.787038e-04
# 841 842 843 844 845 846
# 4.584536e-04 2.761186e-03 1.103406e-03 2.896864e-05 1.007796e-04 1.539240e-04
# 847 848 849 850 851 852
# 1.295321e-03 3.550946e-05 1.504903e-05 5.147707e-03 1.425211e-03 2.978816e-04
# 853 854 855 856 857 858
# 9.658880e-06 5.237535e-04 2.112962e-05 6.986277e-04 5.488686e-04 3.094403e-04
# 859 860 861 862 863 864
# 4.015529e-07 1.856976e-06 4.660315e-04 8.403742e-04 2.163241e-03 1.008769e-04
# 865 866 867 868 869 870
# 5.638730e-05 3.525929e-04 2.006359e-06 2.337344e-03 2.978989e-04 3.970738e-02
# 871 872 873 874 875 876
# 1.079820e-04 2.335804e-04 3.854268e-04 1.365224e-04 7.325721e-04 1.462793e-05
# 877 878 879 880 881 882
# 3.534996e-04 3.498689e-06 1.858280e-03 1.544534e-05 2.396300e-04 1.656366e-04
# 883 884 885 886 887 888
# 2.156032e-03 1.388267e-04 1.975113e-04 5.737835e-06 5.405373e-05 5.326550e-03
# 889 890 891 892 893 894
# 1.176008e-04 1.242068e-04 5.745081e-04 1.386001e-04 6.947351e-05 4.630405e-04
# 895 896 897 898 899 900
# 1.670376e-04 7.488923e-05 6.111467e-03 1.357382e-03 3.857840e-04 7.251249e-03
# 901 902 903 904 905 906
# 2.409060e-06 5.256316e-04 9.719191e-05 6.205035e-08 4.527863e-08 3.255239e-03
# 907 908 909 910 911 912
# 2.201119e-03 7.471355e-03 5.891925e-05 8.942198e-04 1.233727e-03 1.294729e-03
# 913 914 915 916 917 918
# 1.230718e-03 2.170011e-04 2.653200e-03 1.499562e-03 1.882859e-03 1.027551e-04
# 919 920 921 922 923 924
# 2.097703e-03 2.762033e-02 2.888581e-03 6.460248e-03 2.159218e-04 1.710444e-05
# 925 926 927 928 929 930
# 1.105967e-03 1.489553e-04 2.621228e-03 5.913036e-04 6.063600e-05 5.970866e-04
# 931 932 933 934 935 936
# 8.895451e-06 3.343695e-04 1.172793e-03 7.047283e-06 3.605056e-02 2.675004e-02
# 937 938 939 940 941 942
# 1.850290e-03 1.581126e-03 1.776866e-04 2.001583e-03 4.560962e-04 6.846274e-04
# 943 944 945 946 947 948
# 1.796572e-04 5.243167e-03 8.985467e-04 3.359145e-04 2.936231e-04 5.159867e-04
# 949 950 951 952 953 954
# 2.033926e-03 7.428518e-06 7.076266e-06 3.545068e-04 2.886557e-04 7.967128e-04
# 955 956 957 958 959 960
# 2.784865e-03 7.501866e-04 3.034125e-04 2.429106e-04 2.072199e-06 1.080548e-03
# 961 962 963 964 965 966
# 3.442114e-05 8.862949e-05 1.285736e-04 2.116088e-03 6.813540e-04 1.924525e-03
# 967 968 969 970 971 972
# 1.361347e-04 7.131638e-05 1.208481e-03 7.242327e-03 2.554560e-04 2.729120e-03
# 973 974 975 976 977 978
# 7.439769e-04 4.683381e-04 1.700287e-03 3.237171e-03 2.456969e-03 4.734591e-05
# 979 980 981 982 983 984
# 8.290908e-04 3.969786e-03 1.567362e-03 1.111097e-03 1.818735e-04 4.633508e-04
# 985 986 987 988 989 990
# 3.908670e-04 5.306012e-05 5.421865e-04 8.648190e-04 2.279865e-04 1.221198e-05
# 991 992 993 994 995 996
# 9.360577e-05 2.680374e-04 1.473071e-03 1.046325e-03 6.445468e-07 3.948441e-05
# 997 998 999 1000
# 5.766960e-06 1.744932e-04 8.057529e-04 1.604166e-02
#
# $influence$influential
# 3 17 70 90 151 167 214 243 275 308 331 362 372 376 380 397
# 3 17 70 90 151 167 214 243 275 308 331 362 372 376 380 397
# 399 400 448 449 462 486 508 509 512 539 558 571 601 604 623 636
# 399 400 448 449 462 486 508 509 512 539 558 571 601 604 623 636
# 651 653 657 663 675 702 712 714 739 753 758 790 792 807 850 870
# 651 653 657 663 675 702 712 714 739 753 758 790 792 807 850 870
# 888 897 900 908 920 922 935 936 944 970 1000
# 888 897 900 908 920 922 935 936 944 970 1000
#
# $influence$cutoff
# [1] 0.004012036
wls_model <- fitWLS(hd$model)
# Re-test after remedy
test(HeteroDiagnostic(wls_model, quakes))
# [INFO] Running White test
# [INFO] White test completed: statistic = 249.2441 df = 5 p = 0
# [INFO] Running Breusch-Pagan test
# $white
#
# White's test for heteroscedasticity
#
# data: model
# X-squared = 249.24, df = 5, p-value < 2.2e-16
# alternative hypothesis: heteroscedasticity present
#
#
# $breusch_pagan
#
# Breusch-Pagan test for heteroscedasticity
#
# data: stations ~ mag + depth
# X-squared = 463.66, df = 2, p-value < 2.2e-16
#
#
# $vif
# mag depth
# 1.056182 1.056182
#
# $reset
#
# RESET test for nonlinearity
#
# data: stations ~ mag + depth
# F = 183.04, df1 = 2, df2 = 995, p-value < 2.2e-16
#
#
# $influence
# $influence$cooks_distance
# 1 2 3 4 5 6
# 1.180793e-05 5.444643e-04 1.291700e-03 6.871808e-04 1.810178e-06 1.334108e-03
# 7 8 9 10 11 12
# 1.498407e-04 4.949897e-04 3.976966e-11 3.068469e-04 2.400998e-03 9.587426e-04
# 13 14 15 16 17 18
# 5.908583e-04 3.993188e-03 2.917379e-05 6.824299e-04 1.043045e-05 1.041763e-03
# 19 20 21 22 23 24
# 2.204389e-03 1.060126e-03 1.917974e-03 1.772672e-04 5.601282e-04 7.968708e-04
# 25 26 27 28 29 30
# 2.968140e-04 1.163766e-03 8.579088e-04 2.769130e-03 3.272599e-04 2.732988e-04
# 31 32 33 34 35 36
# 1.488430e-03 8.580286e-05 2.085964e-05 1.057639e-04 2.636116e-03 1.729989e-03
# 37 38 39 40 41 42
# 5.483802e-04 2.864180e-03 2.144729e-04 1.024388e-03 8.421913e-06 2.893768e-05
# 43 44 45 46 47 48
# 7.212971e-05 1.157678e-03 7.695251e-05 3.070403e-04 7.040164e-05 1.936075e-04
# 49 50 51 52 53 54
# 5.058352e-06 2.294673e-03 5.861289e-04 3.007351e-03 1.045033e-04 1.650123e-03
# 55 56 57 58 59 60
# 4.586793e-05 2.636507e-04 8.227217e-04 1.036140e-05 9.486065e-05 1.331133e-03
# 61 62 63 64 65 66
# 1.071642e-04 5.063863e-06 9.502992e-04 3.376810e-05 3.664347e-04 4.367951e-04
# 67 68 69 70 71 72
# 8.960269e-05 3.051189e-04 7.419507e-05 2.345477e-03 1.141192e-03 5.227059e-05
# 73 74 75 76 77 78
# 2.905142e-04 1.847798e-03 8.565412e-04 8.364667e-04 2.707758e-09 9.263239e-05
# 79 80 81 82 83 84
# 1.789467e-05 3.172604e-07 5.626189e-04 9.302114e-06 1.263620e-04 2.014537e-04
# 85 86 87 88 89 90
# 1.177137e-04 1.821203e-04 2.499306e-05 1.434091e-04 7.305206e-05 1.173699e-02
# 91 92 93 94 95 96
# 5.180251e-04 7.003875e-04 2.515727e-04 4.228845e-05 5.921090e-04 3.609048e-03
# 97 98 99 100 101 102
# 2.378763e-04 1.392460e-05 9.356878e-05 1.238713e-04 1.384808e-04 8.842172e-04
# 103 104 105 106 107 108
# 7.713872e-04 8.812299e-04 4.470602e-04 1.074168e-05 1.878233e-04 4.378066e-04
# 109 110 111 112 113 114
# 2.217257e-05 5.728828e-04 4.690134e-07 1.019350e-04 1.809392e-03 1.381062e-04
# 115 116 117 118 119 120
# 4.815500e-04 1.042162e-03 3.868187e-04 2.547217e-03 7.796210e-04 9.813884e-05
# 121 122 123 124 125 126
# 5.294470e-04 9.037764e-04 1.383464e-03 5.623386e-04 2.020430e-04 1.966468e-04
# 127 128 129 130 131 132
# 1.761284e-04 2.909377e-03 2.378501e-03 7.846061e-06 1.376634e-04 6.886544e-04
# 133 134 135 136 137 138
# 2.240651e-04 9.899470e-05 1.641414e-03 3.184943e-03 1.668591e-03 1.336234e-03
# 139 140 141 142 143 144
# 5.869245e-04 6.756546e-05 8.738857e-04 6.551957e-04 4.435042e-06 9.151451e-04
# 145 146 147 148 149 150
# 4.812685e-04 4.754431e-04 1.390913e-09 1.617027e-06 1.766820e-05 3.911230e-03
# 151 152 153 154 155 156
# 3.101379e-03 4.966265e-04 2.394067e-04 8.775048e-04 1.714229e-03 2.051054e-06
# 157 158 159 160 161 162
# 1.279982e-06 5.072127e-05 5.909480e-04 4.220211e-09 6.871808e-04 3.886246e-04
# 163 164 165 166 167 168
# 4.043080e-06 5.568920e-05 3.924021e-05 3.619511e-04 2.476020e-03 7.886080e-04
# 169 170 171 172 173 174
# 6.675354e-05 4.236101e-07 2.159402e-05 3.131004e-04 6.477993e-04 6.516183e-04
# 175 176 177 178 179 180
# 1.931665e-04 7.049623e-04 1.513911e-10 1.368706e-04 1.064332e-03 1.037058e-04
# 181 182 183 184 185 186
# 3.790743e-03 1.057850e-03 2.870833e-04 3.521110e-05 2.324020e-07 2.348126e-03
# 187 188 189 190 191 192
# 6.829885e-04 4.902443e-04 7.262974e-04 2.871144e-05 5.827847e-04 4.704363e-08
# 193 194 195 196 197 198
# 4.620398e-03 1.509145e-03 3.073266e-04 4.790910e-04 7.185094e-05 1.008845e-03
# 199 200 201 202 203 204
# 1.096363e-03 1.797236e-03 5.293604e-05 3.106615e-04 8.495069e-06 4.914022e-04
# 205 206 207 208 209 210
# 1.974210e-03 4.068076e-04 4.246618e-04 1.867230e-03 7.339688e-05 9.755089e-04
# 211 212 213 214 215 216
# 1.246331e-04 4.291956e-04 1.776348e-03 2.052074e-03 4.214668e-08 3.215463e-05
# 217 218 219 220 221 222
# 9.103451e-05 4.569259e-04 2.095311e-04 7.309855e-05 9.092645e-05 4.614742e-04
# 223 224 225 226 227 228
# 2.163010e-04 3.723741e-04 1.034155e-04 5.587339e-04 1.613733e-04 1.395485e-04
# 229 230 231 232 233 234
# 2.648225e-04 4.118157e-05 3.471039e-04 8.662950e-05 5.237006e-04 6.000409e-04
# 235 236 237 238 239 240
# 1.826405e-03 1.251806e-04 4.352700e-05 1.359843e-03 2.958252e-04 7.455000e-07
# 241 242 243 244 245 246
# 1.125924e-04 1.097159e-03 7.115329e-03 1.008450e-03 1.069438e-04 4.575107e-04
# 247 248 249 250 251 252
# 2.048264e-04 1.685600e-03 6.522624e-06 1.463976e-04 3.434293e-04 8.354455e-10
# 253 254 255 256 257 258
# 4.215040e-04 7.763420e-05 1.198544e-04 2.434795e-04 1.715205e-05 6.004805e-07
# 259 260 261 262 263 264
# 4.780236e-04 5.735807e-05 1.843167e-03 2.964628e-04 1.466803e-03 6.086700e-06
# 265 266 267 268 269 270
# 1.009506e-07 1.129634e-04 1.234410e-03 8.051075e-04 7.469292e-05 7.385406e-04
# 271 272 273 274 275 276
# 5.896598e-04 1.135479e-03 8.529999e-05 8.130896e-04 2.993136e-03 6.115142e-04
# 277 278 279 280 281 282
# 5.817373e-04 3.598128e-04 1.253081e-03 3.701910e-05 5.079445e-05 8.967548e-04
# 283 284 285 286 287 288
# 1.045303e-03 6.747454e-05 3.876212e-05 5.602857e-04 3.858391e-04 1.766938e-05
# 289 290 291 292 293 294
# 1.986686e-04 1.412232e-07 3.412210e-05 2.225504e-03 7.961065e-05 1.098119e-05
# 295 296 297 298 299 300
# 4.907787e-04 1.840118e-06 1.739239e-04 1.614586e-03 4.707214e-03 2.847282e-04
# 301 302 303 304 305 306
# 4.981866e-04 2.205290e-06 9.474112e-05 3.191885e-03 8.811555e-05 4.878281e-04
# 307 308 309 310 311 312
# 7.474764e-04 5.899835e-03 3.595731e-05 7.947299e-04 4.599639e-03 4.058017e-05
# 313 314 315 316 317 318
# 1.409246e-03 4.222941e-04 5.297129e-04 1.032950e-03 1.540370e-05 1.437522e-04
# 319 320 321 322 323 324
# 1.477739e-04 1.413696e-03 5.120788e-04 8.380332e-04 1.468460e-04 7.285531e-04
# 325 326 327 328 329 330
# 9.205490e-04 1.669061e-03 9.507267e-04 6.949976e-04 1.462391e-03 2.973312e-05
# 331 332 333 334 335 336
# 9.907926e-04 3.104584e-03 1.697283e-03 1.545532e-03 1.129693e-04 1.423084e-03
# 337 338 339 340 341 342
# 7.644559e-07 1.590555e-04 1.000338e-03 1.924346e-03 1.803043e-06 3.408229e-03
# 343 344 345 346 347 348
# 1.702340e-03 6.671760e-04 2.848083e-04 8.767407e-04 2.787976e-03 1.881797e-03
# 349 350 351 352 353 354
# 1.375997e-03 3.153335e-03 1.753571e-03 1.139603e-03 2.249216e-04 2.369135e-05
# 355 356 357 358 359 360
# 1.053238e-03 1.585067e-05 7.972405e-06 7.708497e-04 6.000777e-04 1.223913e-03
# 361 362 363 364 365 366
# 5.176063e-04 1.486399e-02 3.260582e-06 2.983622e-05 3.624612e-04 4.841327e-04
# 367 368 369 370 371 372
# 1.971813e-04 1.247102e-03 2.229926e-04 3.136607e-03 1.554211e-04 6.865713e-03
# 373 374 375 376 377 378
# 3.446210e-04 5.072798e-06 3.702261e-05 7.192244e-03 1.683189e-03 2.180304e-04
# 379 380 381 382 383 384
# 1.470338e-06 2.948428e-03 1.282514e-03 5.465957e-05 2.038075e-03 1.944612e-05
# 385 386 387 388 389 390
# 2.489170e-04 6.163509e-04 4.498212e-04 4.886664e-04 2.612717e-03 1.656279e-04
# 391 392 393 394 395 396
# 1.497738e-04 6.715777e-04 3.139573e-04 1.265613e-04 1.824854e-05 1.135899e-04
# 397 398 399 400 401 402
# 4.664185e-03 1.213306e-03 4.952860e-03 6.870052e-03 6.372749e-04 2.312305e-04
# 403 404 405 406 407 408
# 5.760469e-06 5.221404e-06 6.742841e-04 7.790989e-04 2.014640e-05 2.061636e-04
# 409 410 411 412 413 414
# 2.034210e-06 9.305501e-04 6.499948e-04 1.913546e-03 2.397710e-06 4.619288e-04
# 415 416 417 418 419 420
# 5.527112e-04 3.075461e-08 2.903862e-04 2.118791e-03 1.293409e-04 2.082674e-03
# 421 422 423 424 425 426
# 3.183720e-04 6.309338e-05 6.897794e-03 1.043008e-04 7.342317e-04 3.683560e-05
# 427 428 429 430 431 432
# 2.945424e-04 2.927201e-03 5.417897e-04 4.790407e-04 1.309568e-04 1.875680e-03
# 433 434 435 436 437 438
# 2.297719e-03 5.998059e-04 1.403177e-04 2.874858e-04 3.860110e-05 2.425397e-03
# 439 440 441 442 443 444
# 3.356707e-06 1.143933e-04 5.834744e-06 1.453583e-04 1.356768e-04 2.956263e-03
# 445 446 447 448 449 450
# 1.530080e-03 1.334711e-03 1.017330e-04 8.786799e-03 6.074281e-03 1.180445e-04
# 451 452 453 454 455 456
# 7.703508e-04 1.618040e-05 7.739856e-04 1.786185e-05 2.582717e-05 6.309872e-04
# 457 458 459 460 461 462
# 7.221964e-04 1.037028e-03 2.538289e-03 2.119635e-04 1.685199e-03 2.282987e-02
# 463 464 465 466 467 468
# 1.407463e-03 2.415690e-03 9.867772e-09 9.781361e-04 1.901835e-05 8.777052e-04
# 469 470 471 472 473 474
# 2.301582e-04 9.050514e-05 7.908978e-05 4.279192e-04 6.519148e-04 1.776540e-04
# 475 476 477 478 479 480
# 4.258679e-04 6.860542e-05 4.654225e-05 3.568448e-04 1.715024e-03 9.236717e-04
# 481 482 483 484 485 486
# 2.148715e-03 9.068290e-05 2.079696e-03 3.313777e-05 9.800678e-05 2.731769e-03
# 487 488 489 490 491 492
# 2.502620e-03 2.983423e-04 1.061983e-04 2.871502e-03 7.423259e-04 3.358200e-04
# 493 494 495 496 497 498
# 2.103157e-05 5.454910e-04 4.244275e-04 1.110934e-04 1.009434e-04 1.856284e-03
# 499 500 501 502 503 504
# 4.781399e-04 4.299084e-05 1.039989e-04 9.041252e-04 2.751754e-04 2.898968e-05
# 505 506 507 508 509 510
# 3.014985e-04 4.492581e-06 2.110665e-04 1.318959e-02 6.565687e-03 3.973807e-05
# 511 512 513 514 515 516
# 7.372207e-07 2.491689e-03 8.851828e-05 3.406558e-05 1.713531e-05 2.111114e-04
# 517 518 519 520 521 522
# 5.518747e-04 6.313121e-04 3.928330e-05 2.502940e-04 1.044247e-03 1.961977e-03
# 523 524 525 526 527 528
# 8.851828e-05 7.924078e-04 8.757321e-04 2.047225e-03 1.082320e-03 1.556476e-03
# 529 530 531 532 533 534
# 6.060760e-05 1.499769e-05 1.992410e-04 7.737495e-04 2.874723e-03 2.572874e-04
# 535 536 537 538 539 540
# 7.297167e-05 3.493347e-05 2.087829e-04 6.776307e-04 2.533119e-03 3.777829e-08
# 541 542 543 544 545 546
# 1.522694e-03 2.299753e-05 1.400981e-04 2.196494e-04 1.825470e-03 9.243417e-04
# 547 548 549 550 551 552
# 1.269731e-03 2.565277e-06 1.215212e-03 3.713937e-04 5.827469e-05 2.204345e-06
# 553 554 555 556 557 558
# 7.781372e-04 3.184249e-05 6.569110e-04 2.224044e-04 1.095482e-04 3.124378e-03
# 559 560 561 562 563 564
# 4.240857e-04 6.969761e-06 5.934670e-05 1.938379e-03 1.469249e-03 1.448527e-03
# 565 566 567 568 569 570
# 2.462247e-04 8.685772e-04 4.747113e-04 5.434222e-04 1.018047e-04 2.867470e-04
# 571 572 573 574 575 576
# 4.364723e-03 3.673044e-05 8.755758e-09 1.536643e-03 7.732188e-06 6.293908e-04
# 577 578 579 580 581 582
# 5.575921e-04 3.807041e-04 1.520862e-03 8.910376e-05 1.306590e-04 4.199709e-04
# 583 584 585 586 587 588
# 1.025219e-04 3.389203e-03 2.279493e-03 9.635622e-04 3.585937e-04 2.195505e-06
# 589 590 591 592 593 594
# 4.605741e-04 1.973086e-04 1.485097e-04 2.041642e-04 1.044385e-04 4.961170e-04
# 595 596 597 598 599 600
# 1.214183e-03 4.315276e-05 2.472348e-04 2.688132e-03 4.290820e-05 2.127279e-05
# 601 602 603 604 605 606
# 5.613964e-03 1.068400e-03 4.483603e-06 5.277899e-03 1.915707e-03 3.442784e-04
# 607 608 609 610 611 612
# 1.909218e-04 6.950836e-05 2.810038e-05 7.013829e-05 1.907416e-04 4.056452e-05
# 613 614 615 616 617 618
# 2.086870e-04 1.059277e-05 9.198877e-05 1.379294e-03 1.702169e-04 8.668945e-07
# 619 620 621 622 623 624
# 4.888747e-04 8.982284e-04 2.486188e-06 5.171244e-04 3.615407e-03 1.952716e-03
# 625 626 627 628 629 630
# 7.974196e-05 3.720400e-04 3.339428e-04 4.793712e-04 1.222829e-06 1.224232e-03
# 631 632 633 634 635 636
# 6.661334e-06 2.088215e-03 3.791547e-05 2.996669e-04 2.957867e-05 1.272210e-02
# 637 638 639 640 641 642
# 3.051154e-03 6.626173e-04 5.650803e-03 6.323741e-05 3.198146e-03 9.154375e-06
# 643 644 645 646 647 648
# 9.184455e-04 4.225592e-04 2.224401e-05 5.919049e-04 1.037335e-03 3.084302e-04
# 649 650 651 652 653 654
# 9.127722e-04 5.949937e-04 3.107371e-03 4.311230e-09 1.899341e-03 9.849467e-06
# 655 656 657 658 659 660
# 1.180644e-03 5.351067e-05 4.396855e-03 3.974638e-04 4.793698e-05 4.807692e-04
# 661 662 663 664 665 666
# 4.454704e-05 5.622965e-05 7.095794e-03 5.733968e-04 1.264422e-04 8.444703e-04
# 667 668 669 670 671 672
# 4.947977e-04 2.097020e-04 1.684239e-05 3.556946e-04 1.407743e-04 2.055916e-05
# 673 674 675 676 677 678
# 1.162114e-03 2.818433e-05 6.487254e-03 1.389169e-05 6.472835e-04 1.518019e-04
# 679 680 681 682 683 684
# 3.858251e-03 1.160492e-04 2.553455e-06 1.157091e-04 4.874404e-07 6.747665e-04
# 685 686 687 688 689 690
# 3.053204e-04 2.528915e-03 6.649293e-05 2.801749e-05 1.466536e-03 5.651790e-04
# 691 692 693 694 695 696
# 2.410407e-04 5.423887e-04 1.161767e-03 3.499645e-04 9.437586e-05 1.411206e-03
# 697 698 699 700 701 702
# 1.795440e-03 5.862753e-04 8.141198e-04 3.044904e-06 6.033841e-04 7.235992e-03
# 703 704 705 706 707 708
# 6.772280e-04 2.602631e-03 1.932515e-04 4.580271e-04 3.915128e-03 1.991761e-03
# 709 710 711 712 713 714
# 9.149683e-04 3.467477e-04 6.239129e-05 4.880269e-03 1.087445e-04 3.503655e-03
# 715 716 717 718 719 720
# 4.641436e-03 1.224914e-03 3.629112e-04 1.653087e-04 2.094679e-03 6.857835e-05
# 721 722 723 724 725 726
# 4.396361e-06 2.302632e-03 1.166050e-04 3.068120e-06 6.667090e-04 3.272084e-06
# 727 728 729 730 731 732
# 1.120401e-03 1.214382e-05 1.839085e-03 2.530129e-04 1.947527e-04 7.849790e-05
# 733 734 735 736 737 738
# 1.787900e-03 2.411487e-04 4.875638e-04 6.568010e-04 6.516483e-04 1.721541e-05
# 739 740 741 742 743 744
# 5.250389e-03 1.640125e-04 2.251005e-04 6.048636e-04 4.766781e-04 1.005613e-05
# 745 746 747 748 749 750
# 1.311263e-03 8.881207e-05 6.797818e-05 1.073733e-03 1.813681e-03 3.198393e-04
# 751 752 753 754 755 756
# 4.049579e-05 5.507118e-04 3.934469e-03 1.370881e-07 1.337365e-04 5.543373e-04
# 757 758 759 760 761 762
# 6.329168e-04 3.264214e-03 2.821535e-05 4.703156e-03 4.158649e-05 2.176580e-03
# 763 764 765 766 767 768
# 4.514930e-05 1.662159e-03 7.743499e-04 1.282039e-04 6.496459e-04 8.421848e-05
# 769 770 771 772 773 774
# 5.153643e-04 1.165800e-03 5.760497e-04 2.139070e-03 4.888308e-05 4.455503e-05
# 775 776 777 778 779 780
# 7.321090e-03 9.526551e-04 2.703534e-04 3.286413e-03 1.595548e-04 1.078484e-04
# 781 782 783 784 785 786
# 6.969761e-06 2.525586e-05 2.739225e-05 3.426275e-04 1.044042e-04 1.235274e-07
# 787 788 789 790 791 792
# 5.437314e-04 1.216011e-03 1.319299e-04 4.748466e-03 6.933744e-05 4.119155e-03
# 793 794 795 796 797 798
# 8.116934e-05 4.243578e-03 2.994319e-06 3.689889e-04 5.910148e-04 3.849443e-04
# 799 800 801 802 803 804
# 2.894340e-05 2.959545e-03 4.538483e-04 3.950360e-04 1.489505e-03 1.538947e-04
# 805 806 807 808 809 810
# 2.371702e-04 3.662786e-03 7.913396e-03 1.201858e-03 6.797666e-05 1.213826e-05
# 811 812 813 814 815 816
# 7.169835e-04 8.852197e-05 4.701680e-04 8.573673e-04 2.643160e-03 7.437288e-04
# 817 818 819 820 821 822
# 6.733081e-04 3.315678e-04 2.173334e-04 5.294838e-04 1.247123e-04 2.110977e-04
# 823 824 825 826 827 828
# 2.566539e-03 1.908839e-06 3.048758e-04 5.352864e-04 2.381125e-03 1.134005e-04
# 829 830 831 832 833 834
# 2.095643e-03 4.439724e-04 1.923658e-03 1.246531e-03 1.424651e-04 4.092227e-04
# 835 836 837 838 839 840
# 1.951174e-04 1.794978e-03 1.506075e-04 3.498056e-05 1.417173e-04 1.655396e-04
# 841 842 843 844 845 846
# 1.590239e-04 3.810289e-03 4.629424e-04 3.143114e-05 5.071091e-05 7.836166e-05
# 847 848 849 850 851 852
# 2.012279e-03 4.057661e-05 1.082109e-04 4.829491e-03 1.701679e-03 3.483750e-04
# 853 854 855 856 857 858
# 1.272242e-04 6.139618e-04 7.131407e-05 6.117561e-04 1.245921e-03 2.121774e-04
# 859 860 861 862 863 864
# 4.861781e-05 6.583107e-05 5.581070e-04 1.606260e-03 5.373093e-03 6.131389e-04
# 865 866 867 868 869 870
# 1.999105e-05 2.878710e-04 4.516055e-05 4.118654e-03 6.645314e-05 4.541676e-03
# 871 872 873 874 875 876
# 7.513313e-05 2.424940e-04 1.666927e-04 2.576070e-04 1.176364e-03 8.629204e-05
# 877 878 879 880 881 882
# 4.784774e-04 1.667318e-07 1.173545e-03 2.876219e-05 1.410944e-04 8.660388e-04
# 883 884 885 886 887 888
# 1.047548e-03 7.474156e-06 3.833149e-04 6.875543e-07 7.530711e-05 2.781931e-03
# 889 890 891 892 893 894
# 2.186858e-04 3.191602e-04 5.078145e-04 1.387518e-04 7.882392e-05 4.917019e-04
# 895 896 897 898 899 900
# 9.325331e-05 1.505726e-04 5.502764e-03 2.447270e-03 6.603377e-04 2.574653e-02
# 901 902 903 904 905 906
# 5.389888e-06 1.508597e-04 1.702169e-04 5.833024e-06 7.385335e-05 7.275363e-03
# 907 908 909 910 911 912
# 4.380243e-03 2.467776e-03 1.821067e-05 2.207114e-04 2.063224e-03 1.691112e-03
# 913 914 915 916 917 918
# 1.635273e-03 4.221817e-04 2.572188e-03 4.267766e-04 3.204144e-03 9.092645e-05
# 919 920 921 922 923 924
# 3.542754e-03 8.453222e-03 2.012548e-03 5.736252e-03 3.504116e-04 5.161596e-04
# 925 926 927 928 929 930
# 1.181048e-03 3.654724e-04 1.896258e-03 7.391186e-07 1.113815e-04 4.308114e-04
# 931 932 933 934 935 936
# 4.126002e-06 4.794775e-04 1.937932e-03 2.000090e-05 8.448091e-03 9.132308e-03
# 937 938 939 940 941 942
# 4.884987e-03 1.352355e-03 9.157322e-04 3.204650e-03 1.273963e-03 5.967519e-04
# 943 944 945 946 947 948
# 1.367769e-04 2.564409e-03 6.660906e-04 4.667562e-04 3.377130e-04 6.000922e-06
# 949 950 951 952 953 954
# 2.070413e-03 1.294243e-05 3.017209e-05 4.949189e-04 3.345964e-04 1.460623e-03
# 955 956 957 958 959 960
# 8.093812e-03 1.215171e-03 2.917353e-04 3.463391e-04 1.450908e-06 1.573269e-03
# 961 962 963 964 965 966
# 1.358161e-04 1.315700e-04 3.898396e-05 4.136442e-03 3.189778e-06 4.790373e-03
# 967 968 969 970 971 972
# 2.064322e-05 3.962796e-05 9.316945e-04 1.025562e-03 6.602298e-04 1.873183e-03
# 973 974 975 976 977 978
# 7.426093e-04 2.704835e-04 1.098324e-03 6.099478e-03 3.526164e-03 3.121672e-04
# 979 980 981 982 983 984
# 2.146646e-03 2.556378e-03 2.222093e-03 1.104693e-03 2.761280e-04 3.512971e-04
# 985 986 987 988 989 990
# 7.761293e-04 4.084796e-07 4.087679e-05 6.524471e-04 8.062744e-05 6.248306e-06
# 991 992 993 994 995 996
# 3.218546e-04 3.194652e-04 1.975096e-03 2.280609e-03 4.195435e-04 8.823188e-05
# 997 998 999 1000
# 4.466584e-07 2.123072e-04 1.484386e-03 2.294804e-03
#
# $influence$influential
# 90 193 243 299 308 311 362 372 376 397 399 400 423 448 449 462 508 509 571 601
# 90 193 243 299 308 311 362 372 376 397 399 400 423 448 449 462 508 509 571 601
# 604 636 639 657 663 675 702 712 715 739 760 775 790 792 794 807 850 863 868 870
# 604 636 639 657 663 675 702 712 715 739 760 775 790 792 794 807 850 863 868 870
# 897 900 906 907 920 922 935 936 937 955 964 966 976
# 897 900 906 907 920 922 935 936 937 955 964 966 976
#
# $influence$cutoff
# [1] 0.004012036The drop in test statistics or diagnostic plots indicates whether the remedy helped.
The heteroTests package implementations have been
validated against:
# Compare our Breusch-Pagan test with lmtest
library(lmtest)
# Loading required package: zoo
#
# Attaching package: 'zoo'
# The following objects are masked from 'package:base':
#
# as.Date, as.Date.numeric
data(mtcars)
model <- lm(mpg ~ wt + hp, data = mtcars)
# Our implementation
our_result <- performBreuschPaganTest(model, mtcars)
# [INFO] Running Breusch-Pagan test
# Reference implementation
ref_result <- bptest(model)
# Results should match
print(paste("Our statistic:", round(our_result$statistic, 6)))
# [1] "Our statistic: 1.026766"
print(paste("Reference statistic:", round(ref_result$statistic, 6)))
# [1] "Reference statistic: 0.880722"The heteroTests package is designed to handle datasets
of various sizes, but some considerations apply:
# Illustrative only: `your_data` stands for your own data frame, so this
# chunk is not evaluated when the vignette is built.
# 1. Subset for initial exploration
large_subset <- your_data[sample(nrow(your_data), 1000), ]
quick_result <- performWhiteTest(model, large_subset)
# 2. Use simpler tests first
fast_result <- performGQTest(model, your_data, order_by = "x1")
# 3. Monitor memory usage
gc() # Garbage collection before analysis
result <- performWhiteTest(model, your_data)
gc() # Clean up aftergc() to free memory between analysesrm() to free memoryThese binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.