Stata Tutorial: Breusch-Pagan Test for Heteroskedasticity

Описание к видео Stata Tutorial: Breusch-Pagan Test for Heteroskedasticity

Using the 'hettest' command in Stata, how to calculate and interpret the Breusch-Pagan F-statistic and Chi-square test statistics.

Link to tutorial on White test for Heteroskedasticity:
   • Stata Tutorial: White Test for Hetero...  

Link to tutorial on "Fixing Heteroskedasticity"
   • Stata Tutorial: Fixing Heteroskedasti...  

Link to "Gentle Introduction to Stata"
https://www.amazon.com/gp/product/159...

Link to the excellent Introduction to Econometrics Textbook by AH Studenmund:
https://www.amazon.com/gp/product/933...

Link to Jeffrey Wooldridge Introductory Econometrics Textbook:
https://www.amazon.com/gp/product/813...

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