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- Breusch–Pagan_test abstract "In statistics, the Breusch–Pagan test (named after Trevor Breusch and Adrian Pagan) is used to test for heteroscedasticity in a linear regression model. It tests whether the estimated variance of the residuals from a regression are dependent on the values of the independent variables.Suppose that we estimate the regression modeland obtain from this fitted model a set of values for , the residuals. Ordinary least squares constrains these so that their mean is 0 and so, given the assumption that their variance does not depend on the independent variables, an estimate of this variance can be obtained from the average of the squared values. If the assumption is not held to be true, a simple model might be that the variance is linearly related to independent variables. Such a model can be examined by regressing the squared residuals on the independent variables, using a regression equation of the formThis is the basis of the Breusch–Pagan test. If an F-test confirms that the independent variables are jointly significant then the null hypothesis of homoscedasticity can be rejected.The Breusch–Pagan test tests for conditional heteroscedasticity.[citation needed] It is a chi-squared test: the test statistic is nχ2 with k degrees of freedom. If the Breusch–Pagan test shows that there is conditional heteroscedasticity, the original regression can be corrected by using the Hansen method[citation needed], using robust standard errors, or re-thinking the regression equation.".
- Breusch–Pagan_test wikiPageID "2941510".
- Breusch–Pagan_test wikiPageRevisionID "603391631".
- Breusch–Pagan_test date "June 2012".
- Breusch–Pagan_test reason "justy said its an F-test".
- Breusch–Pagan_test subject Category:Regression_diagnostics.
- Breusch–Pagan_test subject Category:Statistical_tests.
- Breusch–Pagan_test comment "In statistics, the Breusch–Pagan test (named after Trevor Breusch and Adrian Pagan) is used to test for heteroscedasticity in a linear regression model. It tests whether the estimated variance of the residuals from a regression are dependent on the values of the independent variables.Suppose that we estimate the regression modeland obtain from this fitted model a set of values for , the residuals.".
- Breusch–Pagan_test label "Breusch–Pagan test".
- Breusch–Pagan_test label "Test de Breusch-Pagan".
- Breusch–Pagan_test label "Test de Breusch-Pagan".
- Breusch–Pagan_test label "Test di Breusch-Pagan".
- Breusch–Pagan_test label "Тест Бройша — Пагана".
- Breusch–Pagan_test sameAs Breusch%E2%80%93Pagan_test.
- Breusch–Pagan_test sameAs Test_de_Breusch-Pagan.
- Breusch–Pagan_test sameAs Test_de_Breusch-Pagan.
- Breusch–Pagan_test sameAs Test_di_Breusch-Pagan.
- Breusch–Pagan_test sameAs Q1961273.
- Breusch–Pagan_test sameAs Q1961273.
- Breusch–Pagan_test wasDerivedFrom Breusch–Pagan_test?oldid=603391631.