{"id":495,"date":"2020-05-13T14:32:57","date_gmt":"2020-05-13T14:32:57","guid":{"rendered":"https:\/\/ricovictor.com\/?p=495"},"modified":"2026-01-29T22:10:01","modified_gmt":"2026-01-29T22:10:01","slug":"heterocedasticidad-en-r-pruebas-para-detectarla","status":"publish","type":"post","link":"https:\/\/ricovictor.com\/index.php\/2020\/05\/13\/heterocedasticidad-en-r-pruebas-para-detectarla\/","title":{"rendered":"Heterocedasticidad en R. Pruebas para detectarla."},"content":{"rendered":"\n<div style=\"height:38px\" aria-hidden=\"true\" class=\"wp-block-spacer\"><\/div>\n\n\n\n<p>\ud83d\udc4f La <strong>heterocedasticidad<\/strong> se da cuando en un modelo de regresi\u00f3n lineal, al estudiar los residuos del modelo vemos que la <strong>varianza<\/strong> de \u00e9stos no es constante.<\/p>\n\n\n\n<p>Si pasa \u00e9sto el modelo creado estar\u00e1 incumpliendo una de las hip\u00f3tesis b\u00e1sicas sobre el que se sustenta de manera te\u00f3rica. Para poder aceptar la validez del modelo la varianza de los errores deber\u00eda ser <strong>homoced\u00e1stica<\/strong>, es decir, debe mantenerse constante en todas las observaciones.<\/p>\n\n\n\n<div style=\"height:32px\" aria-hidden=\"true\" class=\"wp-block-spacer\"><\/div>\n\n\n\n<div class=\"wp-block-image\"><figure class=\"aligncenter size-large\"><img loading=\"lazy\" decoding=\"async\" width=\"300\" height=\"169\" src=\"https:\/\/ricovictor.com\/wp-content\/uploads\/2020\/05\/Heterocedasticidad-vs-homocedasticidad-300x169-1.jpg\" alt=\"\" class=\"wp-image-496\"\/><figcaption><a href=\"https:\/\/economipedia.com\/definiciones\/heterocedasticidad.html\">https:\/\/economipedia.com\/definiciones\/heterocedasticidad.html<\/a><\/figcaption><\/figure><\/div>\n\n\n\n<div style=\"height:28px\" aria-hidden=\"true\" class=\"wp-block-spacer\"><\/div>\n\n\n\n<p>La realidad es que es muy com\u00fan que cuando creemos un modelo de regresi\u00f3n aparezca la heterocedasticidad ya que es complicado encontrar la variables perfectas desde el principio.<\/p>\n\n\n\n<div style=\"height:20px\" aria-hidden=\"true\" class=\"wp-block-spacer\"><\/div>\n\n\n\n<p style=\"font-size:18px\"><strong>5 MOTIVOS QUE PUEDEN PRODUCIR HETEROCEDASTICIDAD<\/strong>  \ud83d\udc40<\/p>\n\n\n\n<ul><li><em>1.Que las variables usadas tengan distribuciones de probabilidad diferentes<\/em><\/li><\/ul>\n\n\n\n<ul><li><em>2 .Que exista multicolinealidad entre ellas.<\/em><\/li><\/ul>\n\n\n\n<ul><li><em>3. Que la forma del modelo no sea la correcta. Por ejemplo usar el lineal cuando no hay una relaci\u00f3n lineal entre variables.<\/em><\/li><\/ul>\n\n\n\n<ul><li><em>4. Existencia de valores at\u00edpicos muy pronunciados<\/em><\/li><\/ul>\n\n\n\n<ul><li><em>5. La falta de normalidad en la variables.<\/em><\/li><\/ul>\n\n\n\n<div style=\"height:20px\" aria-hidden=\"true\" class=\"wp-block-spacer\"><\/div>\n\n\n\n<p>C\u00f3mo vemos hay muchas causas y es f\u00e1cil que cualquiera de ellas se produzcan porque rara vez encontramos la combinaci\u00f3n perfecta.<\/p>\n\n\n\n<p>Hay procedimientos para poder medir la heterocedasticidad. Aqu\u00ed vamos a enumerar algunas pruebas estad\u00edsticas usadas para ello.<\/p>\n\n\n\n<div style=\"height:20px\" aria-hidden=\"true\" class=\"wp-block-spacer\"><\/div>\n\n\n\n<p style=\"font-size:18px\"><strong>PRUEBAS PARA MEDIR LA HETEROCEDASTICIDAD<\/strong><\/p>\n\n\n\n<p>\u2022\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 La prueba de <strong>White<\/strong><\/p>\n\n\n\n<p>\u2022\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 El test de <strong>Breusch-Pagan<\/strong><\/p>\n\n\n\n<p>\u2022\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 La prueba de <strong>Park<\/strong><\/p>\n\n\n\n<p>\u2022\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 La prueba de <strong>Goldfeld-Quandt<\/strong><\/p>\n\n\n\n<p>\u2022\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 La Prueba de <strong>Hartley<\/strong><\/p>\n\n\n\n<p>\u2022\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 La Prueba de <strong>Bartlett<\/strong><\/p>\n\n\n\n<div style=\"height:30px\" aria-hidden=\"true\" class=\"wp-block-spacer\"><\/div>\n\n\n\n<p>\ud83e\udd1e En este v\u00eddeo hablar\u00e9 m\u00e1s a detalle de los dos primeros procedimientos, el de <strong>White<\/strong> y el de <strong>Breusch-Pagan<\/strong>, haciendo un ejemplo en R studio con un modelo de regresi\u00f3n lineal multiple, que us\u00e9 en un art\u00edculo <a href=\"https:\/\/ricovictor.com\/index.php\/2020\/04\/14\/metodo-de-validacion-cruzada\/\">anterior<\/a> para predecir el precio del par de divisa GBPUSD.<\/p>\n\n\n\n<p>M\u00e1s abajo dejo el c\u00f3digo en R usado en el v\u00eddeo \ud83d\udc47\ud83d\udc47<\/p>\n\n\n\n<div style=\"height:31px\" aria-hidden=\"true\" class=\"wp-block-spacer\"><\/div>\n\n\n\n<figure class=\"wp-block-embed-youtube wp-block-embed is-type-video is-provider-youtube wp-embed-aspect-16-9 wp-has-aspect-ratio\"><div class=\"wp-block-embed__wrapper\">\n<div class=\"ast-oembed-container \" style=\"height: 100%;\"><iframe loading=\"lazy\" title=\"Heterocedasticidad en R. Pruebas para detectarla.\" width=\"500\" height=\"281\" src=\"https:\/\/www.youtube.com\/embed\/zLIJ4G9g-7E?feature=oembed\" frameborder=\"0\" allow=\"accelerometer; autoplay; clipboard-write; encrypted-media; gyroscope; picture-in-picture; web-share\" allowfullscreen><\/iframe><\/div>\n<\/div><\/figure>\n\n\n\n<div style=\"height:36px\" aria-hidden=\"true\" class=\"wp-block-spacer\"><\/div>\n\n\n\n<pre class=\"wp-block-code\"><code>\n### VIDEO HETEROCEDASTICIDAD ###\n\n\n#La heterocedasticidad se da cuando en un modelo de regresi\u00f3n lineal, \n#al estudiar los residuos del modelo vemos que la varianza de \u00e9stos \n# no es constante\n\n# Inclumpliento de el supuesto de homcedasticidad\n\n# Varias causas\n\n  #* distribuciones de probabilidad diferentes\n  # *multicolinealidad\n  # *Que la forma del modelo no sea la correcta\n  #* Existencia de valores at\u00edpicos muy pronunciados\n  #* La falta de normalidad en la variables.\n\n\n#insesgadez y eficiencia\n\n\n## PARTE 1 -- CREACI\u00d3N DEL MODELO LINEAL \n\n\n#install.packages(\"quantmod\")\nlibrary(quantmod)\n#install.packages(\"tseries\")\nlibrary(tseries)\n#install.packages(\"forecast\")\nlibrary(forecast)\n#install.packages(\"TSA\")\nlibrary(TSA)\n#install.packages(\"Quandl\")\nlibrary(Quandl)\n\n\n\n#1. Descargamos las variables que vamos a usar\n\ngetSymbols(\"INDPRO\",src=\"FRED\")  #Industrial Production Index\ngetSymbols(\"UMCSENT\",src=\"FRED\") #University of Michigan: Consumer Sentiment\ngetSymbols(\"FEDFUNDS\",src=\"FRED\") #tasa interes fondos federales\ngetSymbols(\"CCRETT01USM661N\",src=\"FRED\") #Tipo de cambio efectivo IPC\ngetSymbols(\"M2NS\",src=\"FRED\")     #Stock de dinero M2\ngetSymbols(\"PAYEMS\",src=\"FRED\")   # Des trabajadores no rurales\ngetSymbols(\"BOPGSTB\",src=\"FRED\")  #Balance cuenta, Diferencia entre exp e imp\ngetSymbols(\"EXUSUK\",src=\"FRED\")   #GBP mensual\n\n\n\n## Predecir GBPUSD -- 1 mes \n\n###2.  Dividimos lso datos en 2 muestras\n##  IN SAMPLE y OUT SAMPLE\n\n\nprod= INDPRO&#91;\"2001-01::2019-12\"]\nsent= UMCSENT&#91;\"2001-01::2019-12\"]\nFedfunds=FEDFUNDS&#91;\"2001-01::2019-12\"]\nGBP=EXUSUK&#91;\"2001-01::2019-12\"]\ncredit=CCRETT01USM661N&#91;\"2001-01::2019-12\"]\npay=PAYEMS&#91;\"2001-01::2019-12\"]\nmoney=M2NS&#91;\"2001-01::2019-12\"]\ntrade=BOPGSTB&#91;\"2001-01::2019-12\"]\n\n\n#creamos una tabla\n\nt_varibles=data.frame(merge(sent,Fedfunds,GBP,credit,pay,money,trade))\n\n\n\n#creamos el modelo \n\n\nMod_Macro = lm(EXUSUK~UMCSENT+FEDFUNDS+CCRETT01USM661N+PAYEMS+M2NS+BOPGSTB,data=t_varibles)\n\nsummary(Mod_Macro)\n\nanova(Mod_Macro)\n\n#plot(Mod_Macro)\nres&lt;-residuals(Mod_Macro)\nplot(res,type=\"l\")\n\n\n## Mirar la existencia de Heterocedasticidad\n\n\n### BREUSH-PAGAN\n\n#hist(res)\n#Analiza si la varianza estimada de los residuos de una \n#regresi\u00f3n dependen de los valores de las variables independientes.\n\n# partiendo de la relaci\u00f3n lineal entre la varianza \n# y las variables ex\u00f3genas.\n\n\n\nlibrary(lmtest)\nlibrary(car)\n\nbptest(Mod_Macro)\n\n#p-value = 0.004789&lt; 0.05 --- heterocedasticidad\n\n#ho\n\n\n#coeftest(Mod_Macro,vcov=hccm(Mod_Macro))\n\n\n#MODELO DE WHITE\n\n#El objetivo de esta prueba es determinar si las variables explicativas del modelo, \n#pueden determinar la evoluci\u00f3n de los errores al cuadrado\n\n\n#whites.htest(var.model) funcion del paquete het.test\n\n\n## White test se basa en regresi\u00f3n de residuos y productos cruzados\n\n#CARLOS ENRIQUE MARYINEZ\n\nmodelo_white&lt;- bptest(Mod_Macro, ~I(UMCSENT^2)+I(FEDFUNDS^2)+I(CCRETT01USM661N^2)+I(PAYEMS^2)+I(M2NS^2)+I(BOPGSTB^2)+UMCSENT*FEDFUNDS*CCRETT01USM661N*PAYEMS*M2NS*BOPGSTB,data=t_varibles)\nprint(modelo_white)\n\n\n#p-value = 7.946e-06&lt; 0.05 hetrocedasticidad\n\n\n\n###### Prueba de White ejemplo \n\n\ninstall.packages(\"stargazer\")\nlibrary(stargazer)\n\n\n\nMod_Macro2 = lm(EXUSUK~UMCSENT+FEDFUNDS,data=t_varibles)\nsummary(Mod_Macro2)\n\n\nu_i&lt;-Mod_Macro2$residuals\n\ndata_frame_white&lt;-as.data.frame(cbind(u_i, t_varibles))\nregresion_auxiliar &lt;- lm(I(u_i^2)~UMCSENT+FEDFUNDS+I(UMCSENT^2)+I(FEDFUNDS^2)+UMCSENT*FEDFUNDS, data = data_frame_white)\nsumario&lt;- summary(regresion_auxiliar)\nsumario\nn &lt;- nrow(data_frame_white)\nR_2&lt;- sumario$r.squared\nLM_W&lt;- n*R_2\ngl &lt;- 2+2+1\np_value&lt;- 1- pchisq(q = LM_W, df = gl)\nVC&lt;- qchisq(p = 0.95, df = gl)\nsalida_white&lt;- c(LM_W,VC, p_value)\nnames(salida_white)&lt;-c(\"LMw\", \"Valor critico\", \"p value\")\nstargazer(salida_white, title = \"Resultados de la prueba de white\", type = \"text\", digits = 6)\n\n#https:\/\/www.r-bloggers.com\/heteroscedasticity\/\n#https:\/\/rpubs.com\/Carlos_Martinez\/505361\n#http:\/\/cjardon.webs.uvigo.es\/Transparencias\/Unidad7.pdf\n#https:\/\/cran.r-project.org\/web\/packages\/het.test\/het.test.pdf\n#http:\/\/www2.kobe-u.ac.jp\/~kawabat\/ch08.pdf\n\n\n<\/code><\/pre>\n","protected":false},"excerpt":{"rendered":"<p>\ud83d\udc4f La heterocedasticidad se da cuando en un modelo de regresi\u00f3n lineal, al estudiar los residuos del modelo vemos que la varianza de \u00e9stos no es constante. Si pasa \u00e9sto el modelo creado estar\u00e1 incumpliendo una de las hip\u00f3tesis b\u00e1sicas sobre el que se sustenta de manera te\u00f3rica. Para poder aceptar la validez del modelo &hellip;<\/p>\n<p class=\"read-more\"> <a class=\"\" href=\"https:\/\/ricovictor.com\/index.php\/2020\/05\/13\/heterocedasticidad-en-r-pruebas-para-detectarla\/\"> <span class=\"screen-reader-text\">Heterocedasticidad en R. Pruebas para detectarla.<\/span> Leer m\u00e1s &raquo;<\/a><\/p>\n","protected":false},"author":1,"featured_media":505,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"site-sidebar-layout":"default","site-content-layout":"","ast-site-content-layout":"","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","theme-transparent-header-meta":"","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"var(--ast-global-color-4)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"tablet":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"mobile":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""}},"ast-content-background-meta":{"desktop":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"tablet":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"mobile":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""}},"footnotes":""},"categories":[2],"tags":[55,56],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v21.6 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>Heterocedasticidad en R. Pruebas para detectarla. - V\u00edctor A. Rico \u2014 Econometr\u00eda y Finanzas Cuantitativas<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/ricovictor.com\/index.php\/2020\/05\/13\/heterocedasticidad-en-r-pruebas-para-detectarla\/\" \/>\n<meta property=\"og:locale\" content=\"es_ES\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Heterocedasticidad en R. Pruebas para detectarla. - V\u00edctor A. Rico \u2014 Econometr\u00eda y Finanzas Cuantitativas\" \/>\n<meta property=\"og:description\" content=\"\ud83d\udc4f La heterocedasticidad se da cuando en un modelo de regresi\u00f3n lineal, al estudiar los residuos del modelo vemos que la varianza de \u00e9stos no es constante. Si pasa \u00e9sto el modelo creado estar\u00e1 incumpliendo una de las hip\u00f3tesis b\u00e1sicas sobre el que se sustenta de manera te\u00f3rica. Para poder aceptar la validez del modelo &hellip; Heterocedasticidad en R. Pruebas para detectarla. Leer m\u00e1s &raquo;\" \/>\n<meta property=\"og:url\" content=\"https:\/\/ricovictor.com\/index.php\/2020\/05\/13\/heterocedasticidad-en-r-pruebas-para-detectarla\/\" \/>\n<meta property=\"og:site_name\" content=\"V\u00edctor A. Rico \u2014 Econometr\u00eda y Finanzas Cuantitativas\" \/>\n<meta property=\"article:author\" content=\"https:\/\/www.facebook.com\/VictorRicoA\/\" \/>\n<meta property=\"article:published_time\" content=\"2020-05-13T14:32:57+00:00\" \/>\n<meta property=\"article:modified_time\" content=\"2026-01-29T22:10:01+00:00\" \/>\n<meta property=\"og:image\" content=\"https:\/\/ricovictor.com\/wp-content\/uploads\/2020\/05\/leaves-336694_640.jpg\" \/>\n\t<meta property=\"og:image:width\" content=\"640\" \/>\n\t<meta property=\"og:image:height\" content=\"424\" \/>\n\t<meta property=\"og:image:type\" content=\"image\/jpeg\" \/>\n<meta name=\"author\" content=\"Victor A.Rico\" \/>\n<meta name=\"twitter:card\" content=\"summary_large_image\" \/>\n<meta name=\"twitter:creator\" content=\"@https:\/\/www.twitter.com\/RicoVictor_\" \/>\n<meta name=\"twitter:label1\" content=\"Escrito por\" \/>\n\t<meta name=\"twitter:data1\" content=\"Victor A.Rico\" \/>\n\t<meta name=\"twitter:label2\" content=\"Tiempo de lectura\" \/>\n\t<meta name=\"twitter:data2\" content=\"5 minutos\" \/>\n<script type=\"application\/ld+json\" class=\"yoast-schema-graph\">{\"@context\":\"https:\/\/schema.org\",\"@graph\":[{\"@type\":\"Article\",\"@id\":\"https:\/\/ricovictor.com\/index.php\/2020\/05\/13\/heterocedasticidad-en-r-pruebas-para-detectarla\/#article\",\"isPartOf\":{\"@id\":\"https:\/\/ricovictor.com\/index.php\/2020\/05\/13\/heterocedasticidad-en-r-pruebas-para-detectarla\/\"},\"author\":{\"name\":\"Victor A.Rico\",\"@id\":\"https:\/\/ricovictor.com\/#\/schema\/person\/019a6d632b4c12d438e84d000f68ae38\"},\"headline\":\"Heterocedasticidad en R. Pruebas para detectarla.\",\"datePublished\":\"2020-05-13T14:32:57+00:00\",\"dateModified\":\"2026-01-29T22:10:01+00:00\",\"mainEntityOfPage\":{\"@id\":\"https:\/\/ricovictor.com\/index.php\/2020\/05\/13\/heterocedasticidad-en-r-pruebas-para-detectarla\/\"},\"wordCount\":321,\"commentCount\":8,\"publisher\":{\"@id\":\"https:\/\/ricovictor.com\/#organization\"},\"keywords\":[\"heterocedasticidad en r\",\"heterocedasticidad y homocedasticidad\"],\"articleSection\":[\"Econometr\u00eda y Estad\u00edstica\"],\"inLanguage\":\"es\",\"potentialAction\":[{\"@type\":\"CommentAction\",\"name\":\"Comment\",\"target\":[\"https:\/\/ricovictor.com\/index.php\/2020\/05\/13\/heterocedasticidad-en-r-pruebas-para-detectarla\/#respond\"]}]},{\"@type\":\"WebPage\",\"@id\":\"https:\/\/ricovictor.com\/index.php\/2020\/05\/13\/heterocedasticidad-en-r-pruebas-para-detectarla\/\",\"url\":\"https:\/\/ricovictor.com\/index.php\/2020\/05\/13\/heterocedasticidad-en-r-pruebas-para-detectarla\/\",\"name\":\"Heterocedasticidad en R. Pruebas para detectarla. - V\u00edctor A. Rico \u2014 Econometr\u00eda y Finanzas Cuantitativas\",\"isPartOf\":{\"@id\":\"https:\/\/ricovictor.com\/#website\"},\"datePublished\":\"2020-05-13T14:32:57+00:00\",\"dateModified\":\"2026-01-29T22:10:01+00:00\",\"breadcrumb\":{\"@id\":\"https:\/\/ricovictor.com\/index.php\/2020\/05\/13\/heterocedasticidad-en-r-pruebas-para-detectarla\/#breadcrumb\"},\"inLanguage\":\"es\",\"potentialAction\":[{\"@type\":\"ReadAction\",\"target\":[\"https:\/\/ricovictor.com\/index.php\/2020\/05\/13\/heterocedasticidad-en-r-pruebas-para-detectarla\/\"]}]},{\"@type\":\"BreadcrumbList\",\"@id\":\"https:\/\/ricovictor.com\/index.php\/2020\/05\/13\/heterocedasticidad-en-r-pruebas-para-detectarla\/#breadcrumb\",\"itemListElement\":[{\"@type\":\"ListItem\",\"position\":1,\"name\":\"Portada\",\"item\":\"https:\/\/ricovictor.com\/\"},{\"@type\":\"ListItem\",\"position\":2,\"name\":\"Heterocedasticidad en R. Pruebas para detectarla.\"}]},{\"@type\":\"WebSite\",\"@id\":\"https:\/\/ricovictor.com\/#website\",\"url\":\"https:\/\/ricovictor.com\/\",\"name\":\"V\u00edctor A. Rico \u2014 Econometr\u00eda y Finanzas Cuantitativas\",\"description\":\"\",\"publisher\":{\"@id\":\"https:\/\/ricovictor.com\/#organization\"},\"potentialAction\":[{\"@type\":\"SearchAction\",\"target\":{\"@type\":\"EntryPoint\",\"urlTemplate\":\"https:\/\/ricovictor.com\/?s={search_term_string}\"},\"query-input\":\"required name=search_term_string\"}],\"inLanguage\":\"es\"},{\"@type\":\"Organization\",\"@id\":\"https:\/\/ricovictor.com\/#organization\",\"name\":\"V\u00edctor A. Rico \u2014 Econometr\u00eda y Finanzas Cuantitativas\",\"url\":\"https:\/\/ricovictor.com\/\",\"logo\":{\"@type\":\"ImageObject\",\"inLanguage\":\"es\",\"@id\":\"https:\/\/ricovictor.com\/#\/schema\/logo\/image\/\",\"url\":\"https:\/\/ricovictor.com\/wp-content\/uploads\/2026\/02\/cropped-ChatGPT-Image-4-feb-2026-12_41_28.png\",\"contentUrl\":\"https:\/\/ricovictor.com\/wp-content\/uploads\/2026\/02\/cropped-ChatGPT-Image-4-feb-2026-12_41_28.png\",\"width\":1402,\"height\":474,\"caption\":\"V\u00edctor A. Rico \u2014 Econometr\u00eda y Finanzas Cuantitativas\"},\"image\":{\"@id\":\"https:\/\/ricovictor.com\/#\/schema\/logo\/image\/\"}},{\"@type\":\"Person\",\"@id\":\"https:\/\/ricovictor.com\/#\/schema\/person\/019a6d632b4c12d438e84d000f68ae38\",\"name\":\"Victor A.Rico\",\"image\":{\"@type\":\"ImageObject\",\"inLanguage\":\"es\",\"@id\":\"https:\/\/ricovictor.com\/#\/schema\/person\/image\/\",\"url\":\"https:\/\/secure.gravatar.com\/avatar\/aafb747906a8c3309189616a81e1481e?s=96&d=mm&r=g\",\"contentUrl\":\"https:\/\/secure.gravatar.com\/avatar\/aafb747906a8c3309189616a81e1481e?s=96&d=mm&r=g\",\"caption\":\"Victor A.Rico\"},\"description\":\"Diplomado en Ciencias Empresariales y Operador del Mercado Espa\u00f1ol de Futuros y Opciones\",\"sameAs\":[\"https:\/\/www.facebook.com\/VictorRicoA\/\",\"https:\/\/www.instagram.com\/victor_a.rico\",\"https:\/\/www.linkedin.com\/in\/ricovictor\/\",\"https:\/\/twitter.com\/https:\/\/www.twitter.com\/RicoVictor_\",\"https:\/\/www.youtube.com\/VictorARico\"],\"url\":\"https:\/\/ricovictor.com\/index.php\/author\/admin\/\"}]}<\/script>\n<!-- \/ Yoast SEO plugin. -->","yoast_head_json":{"title":"Heterocedasticidad en R. Pruebas para detectarla. - V\u00edctor A. Rico \u2014 Econometr\u00eda y Finanzas Cuantitativas","robots":{"index":"index","follow":"follow","max-snippet":"max-snippet:-1","max-image-preview":"max-image-preview:large","max-video-preview":"max-video-preview:-1"},"canonical":"https:\/\/ricovictor.com\/index.php\/2020\/05\/13\/heterocedasticidad-en-r-pruebas-para-detectarla\/","og_locale":"es_ES","og_type":"article","og_title":"Heterocedasticidad en R. Pruebas para detectarla. - V\u00edctor A. Rico \u2014 Econometr\u00eda y Finanzas Cuantitativas","og_description":"\ud83d\udc4f La heterocedasticidad se da cuando en un modelo de regresi\u00f3n lineal, al estudiar los residuos del modelo vemos que la varianza de \u00e9stos no es constante. Si pasa \u00e9sto el modelo creado estar\u00e1 incumpliendo una de las hip\u00f3tesis b\u00e1sicas sobre el que se sustenta de manera te\u00f3rica. Para poder aceptar la validez del modelo &hellip; Heterocedasticidad en R. Pruebas para detectarla. Leer m\u00e1s &raquo;","og_url":"https:\/\/ricovictor.com\/index.php\/2020\/05\/13\/heterocedasticidad-en-r-pruebas-para-detectarla\/","og_site_name":"V\u00edctor A. Rico \u2014 Econometr\u00eda y Finanzas Cuantitativas","article_author":"https:\/\/www.facebook.com\/VictorRicoA\/","article_published_time":"2020-05-13T14:32:57+00:00","article_modified_time":"2026-01-29T22:10:01+00:00","og_image":[{"width":640,"height":424,"url":"https:\/\/ricovictor.com\/wp-content\/uploads\/2020\/05\/leaves-336694_640.jpg","type":"image\/jpeg"}],"author":"Victor A.Rico","twitter_card":"summary_large_image","twitter_creator":"@https:\/\/www.twitter.com\/RicoVictor_","twitter_misc":{"Escrito por":"Victor A.Rico","Tiempo de lectura":"5 minutos"},"schema":{"@context":"https:\/\/schema.org","@graph":[{"@type":"Article","@id":"https:\/\/ricovictor.com\/index.php\/2020\/05\/13\/heterocedasticidad-en-r-pruebas-para-detectarla\/#article","isPartOf":{"@id":"https:\/\/ricovictor.com\/index.php\/2020\/05\/13\/heterocedasticidad-en-r-pruebas-para-detectarla\/"},"author":{"name":"Victor A.Rico","@id":"https:\/\/ricovictor.com\/#\/schema\/person\/019a6d632b4c12d438e84d000f68ae38"},"headline":"Heterocedasticidad en R. Pruebas para detectarla.","datePublished":"2020-05-13T14:32:57+00:00","dateModified":"2026-01-29T22:10:01+00:00","mainEntityOfPage":{"@id":"https:\/\/ricovictor.com\/index.php\/2020\/05\/13\/heterocedasticidad-en-r-pruebas-para-detectarla\/"},"wordCount":321,"commentCount":8,"publisher":{"@id":"https:\/\/ricovictor.com\/#organization"},"keywords":["heterocedasticidad en r","heterocedasticidad y homocedasticidad"],"articleSection":["Econometr\u00eda y Estad\u00edstica"],"inLanguage":"es","potentialAction":[{"@type":"CommentAction","name":"Comment","target":["https:\/\/ricovictor.com\/index.php\/2020\/05\/13\/heterocedasticidad-en-r-pruebas-para-detectarla\/#respond"]}]},{"@type":"WebPage","@id":"https:\/\/ricovictor.com\/index.php\/2020\/05\/13\/heterocedasticidad-en-r-pruebas-para-detectarla\/","url":"https:\/\/ricovictor.com\/index.php\/2020\/05\/13\/heterocedasticidad-en-r-pruebas-para-detectarla\/","name":"Heterocedasticidad en R. Pruebas para detectarla. - V\u00edctor A. Rico \u2014 Econometr\u00eda y Finanzas Cuantitativas","isPartOf":{"@id":"https:\/\/ricovictor.com\/#website"},"datePublished":"2020-05-13T14:32:57+00:00","dateModified":"2026-01-29T22:10:01+00:00","breadcrumb":{"@id":"https:\/\/ricovictor.com\/index.php\/2020\/05\/13\/heterocedasticidad-en-r-pruebas-para-detectarla\/#breadcrumb"},"inLanguage":"es","potentialAction":[{"@type":"ReadAction","target":["https:\/\/ricovictor.com\/index.php\/2020\/05\/13\/heterocedasticidad-en-r-pruebas-para-detectarla\/"]}]},{"@type":"BreadcrumbList","@id":"https:\/\/ricovictor.com\/index.php\/2020\/05\/13\/heterocedasticidad-en-r-pruebas-para-detectarla\/#breadcrumb","itemListElement":[{"@type":"ListItem","position":1,"name":"Portada","item":"https:\/\/ricovictor.com\/"},{"@type":"ListItem","position":2,"name":"Heterocedasticidad en R. Pruebas para detectarla."}]},{"@type":"WebSite","@id":"https:\/\/ricovictor.com\/#website","url":"https:\/\/ricovictor.com\/","name":"V\u00edctor A. Rico \u2014 Econometr\u00eda y Finanzas Cuantitativas","description":"","publisher":{"@id":"https:\/\/ricovictor.com\/#organization"},"potentialAction":[{"@type":"SearchAction","target":{"@type":"EntryPoint","urlTemplate":"https:\/\/ricovictor.com\/?s={search_term_string}"},"query-input":"required name=search_term_string"}],"inLanguage":"es"},{"@type":"Organization","@id":"https:\/\/ricovictor.com\/#organization","name":"V\u00edctor A. Rico \u2014 Econometr\u00eda y Finanzas Cuantitativas","url":"https:\/\/ricovictor.com\/","logo":{"@type":"ImageObject","inLanguage":"es","@id":"https:\/\/ricovictor.com\/#\/schema\/logo\/image\/","url":"https:\/\/ricovictor.com\/wp-content\/uploads\/2026\/02\/cropped-ChatGPT-Image-4-feb-2026-12_41_28.png","contentUrl":"https:\/\/ricovictor.com\/wp-content\/uploads\/2026\/02\/cropped-ChatGPT-Image-4-feb-2026-12_41_28.png","width":1402,"height":474,"caption":"V\u00edctor A. Rico \u2014 Econometr\u00eda y Finanzas Cuantitativas"},"image":{"@id":"https:\/\/ricovictor.com\/#\/schema\/logo\/image\/"}},{"@type":"Person","@id":"https:\/\/ricovictor.com\/#\/schema\/person\/019a6d632b4c12d438e84d000f68ae38","name":"Victor A.Rico","image":{"@type":"ImageObject","inLanguage":"es","@id":"https:\/\/ricovictor.com\/#\/schema\/person\/image\/","url":"https:\/\/secure.gravatar.com\/avatar\/aafb747906a8c3309189616a81e1481e?s=96&d=mm&r=g","contentUrl":"https:\/\/secure.gravatar.com\/avatar\/aafb747906a8c3309189616a81e1481e?s=96&d=mm&r=g","caption":"Victor A.Rico"},"description":"Diplomado en Ciencias Empresariales y Operador del Mercado Espa\u00f1ol de Futuros y Opciones","sameAs":["https:\/\/www.facebook.com\/VictorRicoA\/","https:\/\/www.instagram.com\/victor_a.rico","https:\/\/www.linkedin.com\/in\/ricovictor\/","https:\/\/twitter.com\/https:\/\/www.twitter.com\/RicoVictor_","https:\/\/www.youtube.com\/VictorARico"],"url":"https:\/\/ricovictor.com\/index.php\/author\/admin\/"}]}},"post_mailing_queue_ids":[],"_links":{"self":[{"href":"https:\/\/ricovictor.com\/index.php\/wp-json\/wp\/v2\/posts\/495"}],"collection":[{"href":"https:\/\/ricovictor.com\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/ricovictor.com\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/ricovictor.com\/index.php\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/ricovictor.com\/index.php\/wp-json\/wp\/v2\/comments?post=495"}],"version-history":[{"count":12,"href":"https:\/\/ricovictor.com\/index.php\/wp-json\/wp\/v2\/posts\/495\/revisions"}],"predecessor-version":[{"id":510,"href":"https:\/\/ricovictor.com\/index.php\/wp-json\/wp\/v2\/posts\/495\/revisions\/510"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/ricovictor.com\/index.php\/wp-json\/wp\/v2\/media\/505"}],"wp:attachment":[{"href":"https:\/\/ricovictor.com\/index.php\/wp-json\/wp\/v2\/media?parent=495"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/ricovictor.com\/index.php\/wp-json\/wp\/v2\/categories?post=495"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/ricovictor.com\/index.php\/wp-json\/wp\/v2\/tags?post=495"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}