• Jan 28, 2026 Breusch Pagan Test Null Hypothesis focus on their variance. 3. Regress the squared residuals on the independent variables: This is the crucial step. We run a secondary regression where the squared residuals are the dependent variable, and the original independent variable By Dr. Philip Wisozk
• Sep 16, 2025 Breusch Godfrey Test Autocorrelation ation between a variable and its lagged values. In simpler terms, it means the value of the variable at one point in time is related to its value at a previous point in time. In our regression model of house prices, autocorrelation in the residuals might mean that the error in predicting the By Mr. Cary Johnston
• Jun 5, 2026 Breusch Godfrey Test t limitations: Model specification: The test's validity relies on the correct specification of the original regression model. Omitted variables can lead to spurious detection of autocorrelation. Small sample sizes: The test's performance may be less reliable w By Cynthia Pacocha
