public class BreuschPagan extends Heteroskedasticity
bptest
.N, residuals
Constructor and Description |
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BreuschPagan(LMResiduals residuals,
boolean studentized)
Perform the Breusch-Pagan test to test for heteroskedasticity in a linear regression model.
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Modifier and Type | Method and Description |
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OLSRegression |
getAuxiliaryRegression()
Define the transformation of residuals.
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double |
statistics()
Get the test statistics.
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getAlternativeHypothesis, getAuxiliaryOLSRegression, getNullHypothesis, getX2, pValue
isNullRejected, nGroups, nObs, oneSidedPvalue
public BreuschPagan(LMResiduals residuals, boolean studentized)
residuals
- the Residuals
object from an OLS regressionstudentized
- true
if to use Koenker's studentized version of the test statisticpublic OLSRegression getAuxiliaryRegression()
Heteroskedasticity
getAuxiliaryRegression
in class Heteroskedasticity
public double statistics()
HypothesisTest
statistics
in class Heteroskedasticity
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