Breusch–Pagan test
In statistics, the Breusch–Pagan test, developed in 1979 by Trevor Breusch and Adrian Pagan, is used to test for heteroskedasticity in a linear regression model. It was independently suggested with some extension by R. Dennis Cook and in 1983 (Cook–Weisberg test). Derived from the Lagrange multiplier test principle, it tests whether the variance of the errors from a regression is dependent on the values of the independent variables. In that case, heteroskedasticity is present. Suppose that we estimate the regression model
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Breusch–Pagan test
In statistics, the Breusch–Pagan test, developed in 1979 by Trevor Breusch and Adrian Pagan, is used to test for heteroskedasticity in a linear regression model. It was independently suggested with some extension by R. Dennis Cook and in 1983 (Cook–Weisberg test). Derived from the Lagrange multiplier test principle, it tests whether the variance of the errors from a regression is dependent on the values of the independent variables. In that case, heteroskedasticity is present. Suppose that we estimate the regression model
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Der Breusch-Pagan-Test und sei ...... Regressionsanalyse eingesetzt.
@de
En estadística, el test de Bre ...... dasticidad.
* Datos: Q1961273
@es
En statistiques, le test de Br ...... gine de l'hétéroscédasticité).
@fr
Il test di Breusch-Pagan (noto ...... regressione ad effetti fissi.
@it
In statistics, the Breusch–Pag ...... ty-consistent standard errors.
@en
Тейст Бройша-Паґана (за іменем ...... еосмислення рівняння регресії.
@uk
или Бреуша — Пагана (англ. Bre ...... некоторого набора переменных.
@ru
在统计学中,BP检验(英語:Breusch–Pagan te ...... 方差存在,可以视情况使用(适用于异方差的分布已知时)或方法。
@zh
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Der Breusch-Pagan-Test und sei ...... Regressionsanalyse eingesetzt.
@de
En estadística, el test de Bre ...... dasticidad.
* Datos: Q1961273
@es
En statistiques, le test de Br ...... gine de l'hétéroscédasticité).
@fr
Il test di Breusch-Pagan (noto ...... , si realizza l'ipotesi nulla:
@it
In statistics, the Breusch–Pag ...... estimate the regression model
@en
Тейст Бройша-Паґана (за іменем ...... потезу про гомоскедастичність.
@uk
или Бреуша — Пагана (англ. Bre ...... некоторого набора переменных.
@ru
在统计学中,BP检验(英語:Breusch–Pagan te ...... 方差存在,可以视情况使用(适用于异方差的分布已知时)或方法。
@zh
label
BP检验
@zh
Breusch-Pagan-Test
@de
Breusch–Pagan test
@en
Test de Breusch-Pagan
@es
Test de Breusch-Pagan
@fr
Test di Breusch-Pagan
@it
Тест Бройша — Пагана
@ru
Тест Бройша-Паґана
@uk