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Linganisha mbinu

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Kipimo cha Breusch-Pagan cha Usumbufu wa Kigezo (Heteroskedasticity)×Jaribio la White la Heteroskedasticity×
NyanjaEkonometrikiEkonometriki
FamiliaRegression modelRegression model
Mwaka wa asili19791980
MwanzilishiTrevor Breusch & Adrian PaganHalbert White
AinaLagrange-multiplier test for heteroskedasticityGeneral test for heteroskedasticity
Chanzo asiliaBreusch, T. S., & Pagan, A. R. (1979). A simple test for heteroscedasticity and random coefficient variation. Econometrica, 47(5), 1287–1294. DOI ↗White, H. (1980). A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity. Econometrica, 48(4), 817–838. DOI ↗
Majina mbadalaBP test, Breusch-Pagan-Godfrey test, Lagrange multiplier test for heteroskedasticity, Breusch-Pagan değişen varyans testiWhite's general heteroskedasticity test, White değişen varyans testi
Zinazohusiana33
MuhtasariThe 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.The White test, introduced by Halbert White in 1980, is a general test for heteroskedasticity that makes no assumption about its functional form. It regresses the squared OLS residuals on the regressors, their squares, and their cross-products, so it can detect heteroskedasticity related to any of these terms. The same 1980 paper introduced the heteroskedasticity-consistent ('White') standard errors that are the standard remedy when the test rejects.
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  1. v1
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  3. PUBLISHED

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ScholarGateLinganisha mbinu: Breusch-Pagan Test · White Test. Imepatikana 2026-06-18 kutoka https://scholargate.app/sw/compare