# Heteroskedasticity Diagnostics for Linear Regression Models

Implements numerous methods for detecting heteroskedasticity
(sometimes called heteroscedasticity) in the classical linear regression
model. These include the parametric and nonparametric tests of
Goldfeld and Quandt (1965) , the test
of Glejser (1969) as formulated by
Mittelhammer, Judge and Miller (2000, ISBN: 0-521-62394-4), the BAMSET
Test of Ramsey (1969) , which uses
the BLUS residuals derived by Theil (1965)
, the test of Harvey (1976)
, the test of Breusch and Pagan (1979)
with and without the modification
proposed by Koenker (1981) , the test of
White (1980) , the test and graphical Cook and Weisberg
(1983) , and the test of Li and Yao (2019)
. Homoskedasticity refers to the
assumption of constant variance that is imposed on the model errors
(disturbances); heteroskedasticity is the violation of this assumption.