Message Boards Message Boards

1
|
5679 Views
|
3 Replies
|
1 Total Likes
View groups...
Share
Share this post:

Conduct a Breusch Pagan test for a multiple regression?

Nora M
Posted 4 years ago

Hi,

I want to conduct a Breusch Pagan test for a multiple regression in mathematica. Attached I got the formula for the Breusch Pagan test we used for a single regression. How can I modify this formula so that I get a p-value for the BP test for a multiple regression?

Thanks for your help! Nora

Attachment

Attachments:
BreuschPagan.png
POSTED BY: Nora M
3 Replies
Sort By:
Capora Allin
Capora Allin
Posted 4 years ago

POSTED BY: Capora Allin
Capora Allin
Capora Allin
Posted 4 years ago

POSTED BY: Capora Allin

Please post a full example as code (not an image, that is).
POSTED BY: Daniel Lichtblau
Reply to this discussion
Community posts can be styled and formatted using the Markdown syntax.
Tag limit exceeded
Note: Only the first five people you tag will receive an email notification; the other tagged names will appear as links to their profiles.
Reply Preview
Attachments
Remove
or Discard

Group Abstract Group Abstract