Package | Description |
---|---|
dev.nm.stat.test.regression.linear.heteroskedasticity |
Modifier and Type | Method and Description |
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protected OLSRegression |
Heteroskedasticity.getAuxiliaryOLSRegression(Vector y,
LMResiduals residuals)
Get the auxiliary regression.
|
protected OLSRegression |
White.getAuxiliaryOLSRegression(Vector y,
LMResiduals residuals) |
OLSRegression |
BreuschPagan.getAuxiliaryRegression() |
protected abstract OLSRegression |
Heteroskedasticity.getAuxiliaryRegression()
Define the transformation of residuals.
|
OLSRegression |
HarveyGodfrey.getAuxiliaryRegression() |
protected OLSRegression |
White.getAuxiliaryRegression() |
OLSRegression |
Glejser.getAuxiliaryRegression() |
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