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  • Brush Pagan

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    liaqat_1982
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    Brush Pagan test

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    Brush Pagan test

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    © All Rights Reserved
    Download as TXT, PDF, TXT or read online from Scribd
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    10 views1 page

    Brush Pagan

    Uploaded by

    liaqat_1982
    Brush Pagan test

    Copyright:

    © All Rights Reserved
    Download as TXT, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 1

    Breusch-Pagan test for heteroskedasticity

    OLS, using observations 1-141


    Dependent variable: scaled uhat^2
    coefficient
    std. error
    t-ratio p-value
    ----------------------------------------------------------const
    0.704055
    0.235032
    2.996
    0.0033 ***
    FS
    2.00140e-010 1.63811e-010
    1.222
    0.2239
    EXP
    -9.96610e-010 5.06903e-09
    -0.1966 0.8444
    LIQ
    4.18550e-011 3.00013e-010
    0.1395 0.8893
    Explained sum of squares = 18.7588
    Test statistic: LM = 9.379380,
    with p-value = P(Chi-square(3) > 9.379380) = 0.024650

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