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
|