Local Manifold Dispersion Test for Heteroskedasticity

Implements the Local Manifold Dispersion Test (LMDT) for detecting complex, non-linear, and high-dimensional heteroskedasticity in linear regression models. LMDT measures the graph-spectral Dirichlet energy of robust log-dispersion residuals over a self-tuning k-nearest neighbors normalized graph Laplacian.

Details

The primary user function is lmdt_test, which supports both formula and matrix interfaces.

Author

Ahmed Sattar Jabbar ahmed.state.me@gmail.com

References

Jabbar, A. S. (2026). The Local Manifold Dispersion Test: A Nonparametric Graph-Spectral Approach for Detecting Complex and High-Dimensional Heteroskedasticity. Working Paper.