Using R on some data and trying to see whether or not my data is heteroscedastic, I've found two implementations of the Breusch-Pagan test, [bptest][1] (package lmtest) and [ncvTest][2] (package car). However, these produce different results. What is the difference between the two? When should you choose to use one or the other? > model <- lm(y ~ x) > bp <- bptest(model) > bp studentized Breusch-Pagan test data: model BP = 3.3596, df = 1, p-value = 0.06681 > ncvTest(model) Non-constant Variance Score Test Variance formula: ~ fitted.values Chisquare = 3.858704 Df = 1 p = 0.04948855 These example shows that according to the tests, my data is in one case heteroscedastic and in the other case homoscedastic. I did find [this question here][3] so bptest might be studentized and ncvTest might not be, however, what does this mean then? [1]: http://www.inside-r.org/packages/cran/lmtest/docs/bptest [2]: http://www.inside-r.org/packages/cran/car/docs/ncvTest [3]: https://stats.stackexchange.com/questions/82695/what-is-the-difference-between-the-studentized-and-non-studentized-breusch-pagan