27 Dec 2006
27 Dec 2006)
linear multivariate statistics
|breusch_pagan( glm )
function p = breusch_pagan( glm )
%BREUSCH_PAGAN constant variance tests for categorical models
% p = breusch_pagan( glm )
% returns the probability from the breush_pagan test that the
% difference in variance between groups could have occurred by
% chance given that they were truly equal.
% glm is a linear model created using encode
% See also brown_forsythe, encode
% reference "Applied Linear Statistical Models" Kutner et al, 2005
% $Id: breusch_pagan.m,v 1.5 2006/12/26 22:53:12 Mike Exp $
% Copyright 2006 Mike Boedigheimer
% Amgen Inc.
% Department of Computational Biology
n = length(glm.y);
% solve the given equations.
ls = mstats(glm);
sse = ls.sse;
% regress resid^2 against x.
glm.y = ls.resid.^2;
ls2 = mstats( glm );
ssr = ls2.ssr;
X2 = (ssr/2)/((sse/n).^2);
p = 1 - chi2cdf( X2, 1 );