Linganisha mbinu
Pitia mbinu ulizochagua bega kwa bega; safu zinazotofautiana zinaangaziwa.
| Kipimo cha Breusch-Pagan cha Usumbufu wa Kigezo (Heteroskedasticity)× | Weighted Least Squares (WLS)× | |
|---|---|---|
| Nyanja≠ | Ekonometriki | Takwimu |
| Familia | Regression model | Regression model |
| Mwaka wa asili≠ | 1979 | 1935 |
| Mwanzilishi≠ | Trevor Breusch & Adrian Pagan | Alexander Craig Aitken |
| Aina≠ | Lagrange-multiplier test for heteroskedasticity | Weighted linear estimator |
| Chanzo asilia≠ | Breusch, T. S., & Pagan, A. R. (1979). A simple test for heteroscedasticity and random coefficient variation. Econometrica, 47(5), 1287–1294. DOI ↗ | Aitken, A. C. (1935). IV.—On least squares and linear combination of observations. Proceedings of the Royal Society of Edinburgh, 55, 42–48. DOI ↗ |
| Majina mbadala | BP test, Breusch-Pagan-Godfrey test, Lagrange multiplier test for heteroskedasticity, Breusch-Pagan değişen varyans testi | WLS, weighted regression, heteroscedasticity-corrected OLS, variance-weighted least squares |
| Zinazohusiana | 3 | 3 |
| Muhtasari≠ | 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. | Weighted Least Squares is a generalization of Ordinary Least Squares (OLS) regression that assigns each observation a weight inversely proportional to its error variance, thereby down-weighting high-variance data points and up-weighting precise ones. Introduced in its general matrix form by Alexander Craig Aitken in 1935, WLS is the canonical remedy when heteroscedasticity is present and the error variance structure is known or can be reliably estimated. |
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