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Linganisha mbinu

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Jaribio la Goldfeld-Quandt la Heteroskedasticity×Kipimo cha Breusch-Pagan cha Usumbufu wa Kigezo (Heteroskedasticity)×
NyanjaEkonometrikiEkonometriki
FamiliaHypothesis testRegression model
Mwaka wa asili19651979
MwanzilishiStephen Goldfeld & Richard QuandtTrevor Breusch & Adrian Pagan
AinaF-ratio test for heteroskedasticityLagrange-multiplier test for heteroskedasticity
Chanzo asiliaGoldfeld, S. M., & Quandt, R. E. (1965). Some tests for homoscedasticity. Journal of the American Statistical Association, 60(310), 539–547. DOI ↗Breusch, T. S., & Pagan, A. R. (1979). A simple test for heteroscedasticity and random coefficient variation. Econometrica, 47(5), 1287–1294. DOI ↗
Majina mbadalaGQ Test, Goldfeld-Quandt Heteroskedasticity Test, Split-Sample Variance Ratio Test, Goldfeld-Quandt Homojenlik TestiBP test, Breusch-Pagan-Godfrey test, Lagrange multiplier test for heteroskedasticity, Breusch-Pagan değişen varyans testi
Zinazohusiana33
MuhtasariThe Goldfeld-Quandt test, introduced by Stephen Goldfeld and Richard Quandt in 1965, is a classical diagnostic procedure for detecting heteroskedasticity in OLS regression. It operates by sorting observations according to a variable suspected of driving variance, omitting a central block, fitting separate regressions on the two tail sub-samples, and comparing their residual variances via an F-ratio. The test is particularly well-suited to situations where the error variance is believed to increase or decrease monotonically with an observed regressor.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.
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ScholarGateLinganisha mbinu: Goldfeld-Quandt Test · Breusch-Pagan Test. Imepatikana 2026-06-19 kutoka https://scholargate.app/sw/compare