BPAGAN: Stata module to perform Breusch-Pagan test for heteroskedasticity
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.
|Requires:||Stata version 6.0|
|Date of creation:||20 Sep 1999|
|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.|
|Contact details of provider:|| Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA|
Web page: http://fmwww.bc.edu/EC/
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|Order Information:||Web: http://repec.org/docs/ssc.php|
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