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  • Breusch-Pagan test for heteroskedasticity

    What is the long way to do the Breusch-Pagan test for heteroskedasticity.
    I know of "hettest" but i've seen theres another way by obtaining the squared residuals after estimating the model by OLS (Don't know what comes after)

    Any help is appreciated,thanks
    Last edited by Jonathan Morley; 22 Mar 2025, 12:39.

  • #2
    There is no other way

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    • #3
      Appendix A on p. 9 of the following may have what you want.

      https://www3.nd.edu/~rwilliam/stats2/l25.pdf
      -------------------------------------------
      Richard Williams
      Professor Emeritus of Sociology
      University of Notre Dame
      StataNow Version: 19.5 MP (2 processor)

      EMAIL: [email protected]
      WWW: https://academicweb.nd.edu/~rwilliam/

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