het_white¶

In [ ]:

het_white(vdf: vDataFrame, 
          eps: str, 
          X: list)

White’s Lagrange Multiplier Test for heteroscedasticity.

Parameters¶

Name	Type	Optional	Description
vdf	vDataFrame	❌	input vDataFrame.
eps	str	❌	Input residual vcolumn.
X	list	❌	Exogenous variables to test the heteroscedasticity on.

Returns¶

tablesample : An object containing the result. For more information, see utilities.tablesample.

Example¶

In [13]:

from verticapy import *
texas = vDataFrame("Texas")
texas.plot(ts = "date", columns = ["cases", "deaths"])

Out[13]:

<AxesSubplot:xlabel='"date"'>

In [14]:

from verticapy.learn.linear_model import LinearRegression

model = LinearRegression("Texas_deaths_lr")
model.drop()
model.fit(texas, X = ["cases"], y = "deaths")
texas = model.predict(texas, name = "deaths_pred")
texas["eps"] = texas["deaths"] - texas["deaths_pred"]

In [15]:

from verticapy.stats import het_white
het_white(texas, 
          eps = "eps", 
          X = ["cases"])

Out[15]:

	value
Lagrange Multiplier Statistic	18.447098046491487
lm_p_value	1.7468664056848825e-05
F Value	22.809262984579775
f_p_value	7.286715469647483e-06

Rows: 1-4 | Columns: 2