Executing the Breusch-Pagan Test in Stata

[@salemgheit2293]

Hi Jeff, first of all thank you very much for this amazingly helpful video. You,ve mentioned throughout this clip that the next video will be on how to resolve and fix the heteroskedasticity problem, but unfortunately I couldn't find it on your KZbin channel!!!.

[@spieo]

This was really helpful, I've been trying to use R, but it's still helpful to have the readouts of these test (which are essentially the same) explained.

[@muhammadghoziammar5687]

your video really help me with my assignment. i hope you always happy and have nice day

[@Leykys]

Thanks from Mexico! It was very helpful

[@Carlos-id4in]

Thank you, professor, really helpful and clear

[@farukarslan6755]

Thanks Dr.Hamrick

[@AhmedOussii]

Should we include simultaneously indepndant variables and control variables to perform the Breusch-Pegan test ? (..) or only the independant variables are sufficient?

[@PrayashSingh.]

Thank you very much for such an informatic video... Can we have a video on how to overcome the problem of heteroscedasticity after observing the prob value of B-P Test Chi2 be significant and so forth rejecting H0.

[@Ka3527]

Thank you so much for your videos!! =D

[@claudiodiascarvalho]

Hi Jeff, How can I make this test for panel data? Thanks for your help.

[@raniaoubaina2605]

thanks for clarification but is this the same procedure for panel data

[@rashmisajwan1724]

I would like to know that i)Can I use PCA on panel data. I have data of "crime against women" (rape,molest, 8 variables) it cros sectional( states) &time series(2001-2012). And I want to create women vulnerability index using PCA . Can I do that. ? How 2) and later I want to regress that index on (poverty ,police force, unemploment etc. of only 2014 year. Can I do that? . please explain. How should I approach pca and regression.

[@Murat-en7lt]

Can u make this example with calculator ? cuz we dont understand how numbers come to solution

[@alexandrearaujo9407]

Thank you very much for your vídeo. You helped me a lot.

[@prellufly]

hi! Thanks for this video. Could you tell me, please, what is the difference between the commands hettest y tettest, rhs

[@yuppy02]

thank you for the help!

[@TheMouMr]

Thankyou very much!

[@soulvoice8228]

Hello Jeff! Thanks so much for this video. My model deals with random effects and I want to test hetersoskedasticity with this model. however, the command hettest does not work with panel data, the alternative test xttest3 only tests for fixed effects. Is there a command for random effects in Stata as well?

[@pedrocoeller3180]

try estat hettest after your regression ( regress) with the independent variables only. It should work.

[@Poder.Ambiental]

Amazing, thank you

[@shawnmartin9080]

super convenient thanks

[@adventurerwannabe]

this does not test for unobserved heterogeneity just for heteroskedasticity no? how do you do the BP test for unobserved heterogeneity?

[@zoozolplexOne]

cool !!!

[@jacquelinevenigalla3664]

thank you!!!

[@vungden9797]

are r't you using estat hettest?

[@vungden9797]

i wish you speak Vietnamese ,

[@p1k1m4ru]

gretl is better