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Sep 28, 2011 at 17:05 vote accept Dail
Sep 27, 2011 at 21:51 comment added Dail @whuber do I have to follow a specific criteria to create the groups or can I only create N groups with the same number of points sequentialy? About BP I don't have to create group so can i only use a formula like the linear regression?
Sep 27, 2011 at 18:12 comment added whuber @Dail yes, you need to divide the data into two or more groups. This provides more flexibility than regressing the squared residuals against distance along the line.
Sep 27, 2011 at 17:22 comment added Dail @whuber, did you see the link I wrote you in my first comment? Iwould like to try FK test but I don't understand what does it mean with "groups" do i have to subdivide my data in two groups?
Sep 27, 2011 at 17:17 comment added whuber @Charlie Here, it's natural to regress the residuals (and their squares) against the linear coordinate, $(x+y)/2$ in this case. The idea is to see whether there are any trends in the distance from the line as a function of distance along the line.
Sep 27, 2011 at 17:17 comment added Dail @Charlie, do you know how to calculate OLS regression with R? I didn't find it, at the moment i use lm() (linear regression), is not good?
Sep 27, 2011 at 17:10 comment added Charlie @Dail, you need to specify the form of the BP test. The test requires that you regress the residuals on something. It could be just a constant term (the coefficient on this term should be exactly 0 if the line in question is from OLS on the points) or include other variables as well. No variables besides x were mentioned in the question (taking y to be the outcome, so it doesn't count), so the only other things that you could include in the model are functions of x---I suggested polynomial functions. The BP test judges whether the coefficients on these terms are 0.
Sep 27, 2011 at 16:54 comment added Dail @Charlie what do you mean with "you could test against a polynomial function of x" ? could you give me a simple example with R code?
Sep 27, 2011 at 16:42 comment added Charlie That's an interesting solution, but what are the alternatives that the BP test would have power against? I guess that you could test against a polynomial function of x, depending upon how many data points the OP has. I'm not familiar with the FK test that you mention.
Sep 27, 2011 at 16:40 comment added Dail thank you for your answer, I have one doubt. I'm reading how FLigner-Killeen works and I found: stat.ethz.ch/R-manual/R-patched/library/stats/html/… I have to pass a "group" at the second parameter, what does it mean? thank you!
Sep 27, 2011 at 16:32 history answered whuber CC BY-SA 3.0