

   BBrreeuusscchh--PPaaggaann--TTeesstt

        raintest(formula, data=list())

   AArrgguummeennttss::

    formula: a symbolic describtion for the model to be tested

       data: an optional data frame containing the variables in
             the model.  By default the variables are taken
             from the environment which 'bptest' is called from

   DDeessccrriippttiioonn::

        `bptest' performs the Breusch-Pagan-Test against het-
        eroskedasticity.

   DDeettaaiillss::

        The test statistic under H0 follows a chisq distribu-
        tion with df degree of freedom.

   VVaalluuee::

        A list with class `"htest"' containing the following
        components:

   statistic: the value of the test statistic.

    p.value: the p-value of the test.

     method: a character string indicating what type of test
             was performed.

   data.name: a character string giving the name(s) of the
             data.

   AAuutthhoorr((ss))::

        Torsten Hothorn <hothorn@amadeus.statistik.uni-dort-
        mund.de>

   RReeffeerreenncceess::

        Kraemer, W., Sonnberger, H. (1986): The linear regres-
        sion model under test

   SSeeee AAllssoo::

        `lm'

   EExxaammpplleess::

        # generate a regressor;
        x <- sort(runif(50,-10,10));
        # generate heteroskedastic disturbances
        err <- c(rnorm(25,0,1),rnorm(25,0,10));
        # generate a linear relationship
        y <- 2*x + err;
        # perform Breusch-Pagan
        bp <- bptest(y~x-1);
        # calculate quantil
        qchisq(0.95, bp$parameter[1]);

