Breusch-Pagan test

版本 1.0.0 (1.9 KB) 作者: Martin Magris

Breusch-Pagan test for heteroskedasticity in a linear regression model (original and Koenker's versions).

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更新时间 2020/5/4

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Breusch, T. S.; Pagan, A. R. (1979). "A Simple Test for Heteroskedasticity and Random Coefficient Variation". Econometrica. 47 (5): 1287–1294. doi:10.2307/1911963. JSTOR 1911963. MR 0545960.
Koenker, R. (1981). "A note on studentizing a test for heteroskedasticity". Journal of Econometrics. 17 (1): 107–112. doi:10.1016/0304-4076(81)90062-2.

引用格式

Martin Magris (2024). Breusch-Pagan test (https://www.mathworks.com/matlabcentral/fileexchange/75340-breusch-pagan-test), MATLAB Central File Exchange. 检索来源 2024/4/20.