BPAGAN: Stata module to perform Breusch-Pagan test for heteroskedasticity

Christopher Baum () and Vince Wiggins ()
Additional contact information
Vince Wiggins: Stata Corporation

Statistical Software Components from Boston College Department of Economics

Abstract: bpagan computes the Breusch-Pagan Lagrange multiplier test for heteroskedasticity in the error distribution, conditional on a set of variables which are presumed to influence the error variance. The test statistic, a Lagrange multiplier measure, is distributed Chi-squared(p) under the null hypothesis of homoskedasticity. This routine appears in STB-55.

Language: Stata
Requires: Stata version 6.0
Keywords: residual diagnostics; heteroskedasticity (search for similar items in EconPapers)
Date: Written 1999-09-20
Note: This module may be installed from within Stata by typing "ssc install bpagan, replace". Windows users should not attempt to download these files with a web browser.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/b/bpagan.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/b/bpagan.hlp help file (text/plain)

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