### Week 6: Problems with Errors
### Code from class


## load "dailcorrected.dta" from Benoit and Marsh AJPS 2008
library(lmtest)
dail <- read.dta("dailcorrected.dta")

## run the basic model
m1 <- lm(votes1st ~ spend_total*incumb, data=dail)
# inspect for heteroskedasticity - residuals v. fitted plot
plot(m1, which=1)

## tests for heteroskedasticity
library(lmtest)
gqtest(m1)   # Goldfeld-Quandt test
bptest(m1)   # Breusch-Pagan test

## White's heteroskedasticity-robust SEs
library(car)
coef(summary(m1))
Var(m1)
sqrt(diag(Var(m1)))
vc.hccm <- hccm(m1)
vc.hccm
sqrt(diag(vc.hccm))