Run panel-data heteroscedasticity tests

Breusch-Pagan LM and Pesaran CD tests for panel models.

Usage

runPanelTests(model, data, id, time = NULL,
          tests = c("bp_random", "pesaran"))

Arguments

model

A fitted lm object.

data

Data frame used to fit model.

id

Column identifying individuals.

time

Column identifying time periods for the Pesaran test.

tests

Character vector of test names.

Value

A named list of htest objects.

See also

runTimeSeriesTests

Examples

 df <- data.frame(id = rep(1:3, each = 4), time = rep(1:4, 3),
                  x = runif(12), y = rnorm(12))
 m <- lm(y ~ x, data = df)
 runPanelTests(m, df, id = "id", time = "time")
#> $bp_random
#> 
#> 	Breusch-Pagan LM test for random effects
#> 
#> data:  y ~ x
#> LM = 1.1931, = 1, p-value = 0.2747
#> 
#> 
#> $pesaran
#> 
#> 	Pesaran CD test for cross-sectional dependence
#> 
#> data:  y ~ x
#> z = -1.6673, p-value = 0.09545
#> 
#>