[R] the test result is quite different,why?

From: ronggui <0034058_at_fudan.edu.cn>
Date: Sat 04 Jun 2005 - 12:59:14 EST


data:http://fmwww.bc.edu/ec-p/data/wooldridge/CRIME4.dta

> a$call

lm(formula = clcrmrte ~ factor(year) + clprbarr + clprbcon +

    clprbpri + clavgsen + clpolpc, data = cri)
> bptest(a,st=F)

        Breusch-Pagan test

data: a
BP = 34.4936, df = 10, p-value = 0.0001523

> bptest(a,st=T)

        studentized Breusch-Pagan test

data: a
BP = 10.9297, df = 10, p-value = 0.363

> ncv.test(a)

$formula
~fitted.values

$formula.name
[1] "Variance"

$ChiSquare
[1] 1.163501

$Df
[1] 1

$p
[1] 0.2807406

$test
[1] "Non-constant Variance Score Test"

attr(,"class")
[1] "chisq.test"
>



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