Kipimo cha Breusch-Pagan cha Usumbufu wa Kigezo (Heteroskedasticity)
Kipimo cha Breusch-Pagan, kilichoanzishwa na Trevor Breusch na Adrian Pagan mwaka 1979, ni kipimo cha Lagrange-multiplier kwa usumbufu wa kigezo — hali ambayo kigezo cha makosa ya regression hubadilika kulingana na vigezo vinavyoeleza. Hufanya kazi kwa kurudisha mabaki ya mraba ya OLS dhidi ya vigezo vinavyodaiwa na kuangalia kama vinaelezea sehemu yoyote ya mabadiliko ya mabaki, ikionyesha kuwa dhana ya kigezo kisicho na mabadiliko imevunjwa.
Soma mbinu kamili
Ingia kwa akaunti ya bure ili kusoma sehemu hii.
Method map
The neighbourhood of related methods — select a node to explore.
Vyanzo
- Breusch, T. S., & Pagan, A. R. (1979). A simple test for heteroscedasticity and random coefficient variation. Econometrica, 47(5), 1287–1294. DOI: 10.2307/1911963 ↗
- Koenker, R. (1981). A note on studentizing a test for heteroscedasticity. Journal of Econometrics, 17(1), 107–112. DOI: 10.1016/0304-4076(81)90062-2 ↗
Jinsi ya kunukuu ukurasa huu
ScholarGate. (2026, June 2). Breusch-Pagan Test for Heteroskedasticity. ScholarGate. https://scholargate.app/sw/econometrics/breusch-pagan-test
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
- Urejeshaji wa Njia ya Viwango Vidogo vya Kawaida (OLS)Ekonometriki↔ compare
- Weighted Least Squares (WLS)Takwimu↔ compare
- Jaribio la White la HeteroskedasticityEkonometriki↔ compare
Imerejelewa na
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