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erykml/homoscedasticity_r.py

Created June 3, 2019 16:48
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homoscedasticity_r.py
%%R
library(lmtest)
par(mfrow=c(2,2)) # set 2 rows and 2 column plot layout
plot(lin_reg)
# Breusch-Pagan test
print(bptest(lin_reg, data = X, studentize = TRUE))
# Goldfeld-Quandt
print(gqtest(lin_reg))
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