Heteroscedasticity Diagnostics for Linear Models
Provides a unified set of heteroscedasticity diagnostics for
linear-model workflows. It implements classical auxiliary-regression
tests, including those of White (1980) , Breusch
and Pagan (1979) , Koenker (1981)
, Goldfeld and Quandt (1965)
and Harvey (1976)
; the score test of Cook and Weisberg (1983)
; the ARCH test of Engle (1982)
; and group-wise tests of equal variance, including
those of Bartlett (1937) , Brown and Forsythe
(1974) and Hartley (1950)
. Resampling and scalable variants, simulation
utilities, diagnostic visualisation and remediation helpers share a
consistent interface designed for reproducible statistical workflows and
integration with common modelling tools.