Conduct a Breusch Pagan test for a multiple regression?

norarandegger · December 1, 2019, 6:10pm

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

danl · December 1, 2019, 9:40pm

Please post a full example as code (not an image, that is).

allcaponette · December 9, 2019, 8:18pm

allcaponette · December 10, 2019, 12:34pm

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Conduct a Breusch Pagan test for a multiple regression?

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