Breusch-Pagan test

GPTKB entity

Statements (21)
Predicate Object
gptkbp:instanceOf statistical analysis
gptkbp:alternativeTo heteroscedasticity
gptkbp:appliesTo linear regression models
gptkbp:assumes normality of errors
gptkbp:category regression diagnostics
gptkbp:field statistics
econometrics
https://www.w3.org/2000/01/rdf-schema#label Breusch-Pagan test
gptkbp:introducedIn 1979
gptkbp:namedAfter Adrian Pagan
Trevor Breusch
gptkbp:nullHypothesis homoscedasticity
gptkbp:proposedBy Adrian Pagan
Trevor Breusch
gptkbp:publishedIn gptkb:Econometrica
gptkbp:relatedTo White test
Goldfeld-Quandt test
gptkbp:statistic Lagrange multiplier
gptkbp:usedFor detecting heteroscedasticity
gptkbp:bfsParent gptkb:Lagrange_multiplier_test
gptkbp:bfsLayer 8