Grocer Function

NAME

bpagan0 - Breusch and Pagan heteroskedasticity test

CALLING SEQUENCE

[nvar2,f,f_pvalue,r2]=bpagan0(u2,x2,nvar)

PARAMETERS

Input

Output

DESCRIPTION

Computes Breusch and Pagan heteroskedasticity test with the exogenous second stage variables provided by the user (see Breusch, T.S. and A.R. Pagan (1979): "A simple test for heteroscedasticity and random coefficient variation", Econometrica 47, 1287-1294). Results are given only in constant form and not printed.

EXAMPLE

[nvar2,f,f_pvalue]=bpagan0(u2,x2)

This example is taken from function bpagan. Useful mainly for programming purpose (since bkw does much more).

AUTHOR

Eric Dubois 2002