Stata Tutorial: Breusch-Pagan Test for Heteroskedasticity
8:42
YouTubeMike Jonas Econometrics
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: https://youtu.be/ONfwtKmidvI Link to tutorial on "Fixing Heteroskedasticity" https://youtu.be/7iLkGlF15bo Link to "Gentle Introduction to Stata" https://www ...
42.5K viewsApr 21, 2019
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