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.