Using spdep
in R, and after conducting a Jarque-Bera test confirming non-normality of the residuals resulting from the maximum likelihood estimation of my Spatial Error Model, I used the generalized moments technique (GMerrorsar
). Now I want to test if the residuals from the GMerrosar
present problems of heteroscedaticity in order to decide whether to stay at this step or go to estimate a SHAC model.
What test in spdep
can check heteroscedasticity from an GMerrorsar
model ? I see that the Breusch-Pagan (bptest.sarlm
) test is not applicable in this case.
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