Módszerek összehasonlítása

	Breusch-Pagan teszt a heteroszkedaszticitásra	Regresszió Ordináris Legkisebb Négyzetes (OLS) módszerrel
Tudományterület	Ökonometria	Ökonometria
Módszercsalád	Regression model	Regression model
Keletkezés éve	1979	2019
Megalkotó	Trevor Breusch & Adrian Pagan	Wooldridge (textbook treatment); classical least squares
Típus	Lagrange-multiplier test for heteroskedasticity	Linear regression
Alapmű	Breusch, T. S., & Pagan, A. R. (1979). A simple test for heteroscedasticity and random coefficient variation. Econometrica, 47(5), 1287–1294.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
Alternatív nevek	BP test, Breusch-Pagan-Godfrey test, Lagrange multiplier test for heteroskedasticity, Breusch-Pagan değişen varyans testi	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Kapcsolódó	3	5
Összefoglaló	The Breusch-Pagan test, introduced by Trevor Breusch and Adrian Pagan in 1979, is a Lagrange-multiplier test for heteroskedasticity — the condition where the variance of a regression's errors changes with the explanatory variables. It works by regressing the squared OLS residuals on candidate variables and checking whether they explain any of the residual variation, signalling that the constant-variance assumption is violated.	Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).