Pruebas DE HETEROCEDASTICIDAD

library(wooldridge)
data("hprice1")
head(force(hprice1), n=5)

##   price assess bdrms lotsize sqrft colonial   lprice  lassess llotsize   lsqrft
## 1   300  349.1     4    6126  2438        1 5.703783 5.855359 8.720297 7.798934
## 2   370  351.5     3    9903  2076        1 5.913503 5.862210 9.200593 7.638198
## 3   191  217.7     3    5200  1374        0 5.252274 5.383118 8.556414 7.225482
## 4   195  231.8     3    4600  1448        1 5.273000 5.445875 8.433811 7.277938
## 5   373  319.1     4    6095  2514        1 5.921578 5.765504 8.715224 7.829630

modelo_lineal<-lm(formula =   price ~lotsize+sqrft+bdrms, data = hprice1)
summary(modelo_lineal)

## 
## Call:
## lm(formula = price ~ lotsize + sqrft + bdrms, data = hprice1)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -120.026  -38.530   -6.555   32.323  209.376 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -2.177e+01  2.948e+01  -0.739  0.46221    
## lotsize      2.068e-03  6.421e-04   3.220  0.00182 ** 
## sqrft        1.228e-01  1.324e-02   9.275 1.66e-14 ***
## bdrms        1.385e+01  9.010e+00   1.537  0.12795    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 59.83 on 84 degrees of freedom
## Multiple R-squared:  0.6724, Adjusted R-squared:  0.6607 
## F-statistic: 57.46 on 3 and 84 DF,  p-value: < 2.2e-16

#Prueba de White

#Literal A
library(lmtest)
prueba_white<- bptest(modelo_lineal,~ I(lotsize^2)+I(sqrft^2)+I(bdrms^2)+lotsize*sqrft+lotsize*bdrms+sqrft*bdrms, data= hprice1)
print(prueba_white)

## 
##  studentized Breusch-Pagan test
## 
## data:  modelo_lineal
## BP = 33.732, df = 9, p-value = 9.953e-05

GL<-3+3+1
VC<-qchisq(p=0.95,df=GL )
#Dado que P-value es mayor que el nivel de significancia se establece que hay evidencia estadistica para determinar que que no hay heterocedasticidad.

#Literal B

library(fastGraph)
shadeDist(xshade = prueba_white$statistic, ddist="dchisq", parm1 =9 , lower.tail = FALSE, sub=paste("VC:",VC, "BP:", prueba_white$statistic))