Test Breuscha-Pagana

Test Breuscha-Pagana (ang. Breusch–Pagan test) – test statystyczny służący do badania heteroskedastyczności rozkładu reszt modelu regresji liniowej[1]. Założenie o homoskedastyczności rozkładu jest jednym z podstawowych założeń analizy regresji[2]. Twórcami testu są Trevor Breusch oraz Adrian Pagan, którzy pomysł na nową procedurą statystyczną przedstawili w 1979 r. w artykule pt. A simple test for heteroscedasticity and random coefficient variation[3].

Przypisy

  1. ↑ Homoskedastyczność [online], Pogotowie Statystyczne [dostęp 2024-07-17] (pol.).
  2. ↑ King, B.M., Minium E.W., Statystyka dla psychologów i pedagogów. Wydawnictwo Naukowe PWN, Warszawa 2009, s. 218.
  3. ↑ T.S. Breusch, A.R. Pagan, A Simple Test for Heteroscedasticity and Random Coefficient Variation, „Econometrica”, 47 (5), 1979, s. 1287–1294, DOI: 10.2307/1911963, ISSN 0012-9682, JSTOR: 1911963 [dostęp 2024-07-17].

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