WhiteTest

This is shown in SAS PROC REG as the Test of First and Second Moment Specification.

This is a core implementation of 'SAS' procedures for linear models - GLM, REG, ANOVA, TTEST, FREQ, and UNIVARIATE. Some R packages provide type II and type III SS. However, the results of nested and complex designs are often different from those of 'SAS.' Different results does not necessarily mean incorrectness. However, many wants the same results to SAS. This package aims to achieve that.
Reference: Littell RC, Stroup WW, Freund RJ (2002, ISBN:0-471-22174-0).

Kyun-Seop Bae

sasLM

'SAS' Linear Model

WhiteTest function

<dl> <dt>rx</dt>
<dd>a result of lm</dd></dl>

Arguments

Author

White's Model Specification Test — WhiteTest

<dl>

 <dt>rx</dt>
<dd>a result of lm</dd>

</dl>

WhiteTest: White's Model Specification Test

Description

Usage

Value

Arguments

Author

Details

References

Examples