Stata Tutorial: Breusch-Pagan Test for Heteroskedasticity

[@allan3274]

I just can't thank you enough for this video. All my doubts are blown away just by watching this video.

[@hchiguvo]

You saved my life. Doing my economics disseration. Wouldn't have been able to do it without you

[@anasrashid216]

thank you for saving my postgraduate life : )

[@vilhelmjuhler1811]

You're an absolute legend.

[@schollie21]

Great video, very clear and concise description, thanks.

[@Foskya]

Very clear video, well done

[@muhammadkhurramshabbir5321]

All videos are really helpful. Thank you.

[@NKNEYKOV]

Thanks a lot. I've made my model for the next paper.

[@MrAdamronan123]

Such an informative video, thank you, Mike!

[@cjspear]

Great video Mike, thanks so much

[@mesietwilliam972]

Thank you so much! Your tutorials are very helpful!

[@dilininuwanthi5118]

Thanks a lot..it is very clear and extremely important.

[@mikejonaseconometrics1886]

Glad it was helpful!

[@wanjadouglas3058]

Thank you Mike

[@johndawes4848]

this is great

[@hyewonpark3243]

Thank you so much. This video is awesome.

[@AbdulHamid-zu4eb]

Thanks for your useful video, would you prepare video on how solve Heteroskadasity.

[@kaanokay8294]

Awesome! thank you!

[@damir2go]

Thank you Mike for this Video. If i do the hettest für my xtreg regression model and it gets the heteroskedacity but each of the variables alone are homoscedacity, do i just continue with reporting it or do i need to change the regression model?

[@mcgogo1984]

HI, If I use hprice1 reg lprice llotsize lsqrft bdrms hettest,rhs fstat (Prob>F =0.2451) hettest (Prob > chi2 = 0.0604) Why are these two p values so different?

[@zarreeeen]

thank you

[@muayadali8312]

Hello, I have panel data with N=5 and T=24. How can do the Heteroskedasticity test?

[@muhammadaminhasan1778]

I have a question, what if two variants of hettest with the command "hettest, rhs fstat" and "hettest" produces different results. In my case, the former one does not reject the null hypothesis while the later one rejects it.

[@varaquesabounjian5277]

hello I have 12 regression models. How can do the breusch-pagan test for all of them ?

[@mikejonaseconometrics1886]

Hi. You will have to apply the “hettest” command after each regression. So you will have 12 separate test statistics.

[@amdadulhaque8582]

Hey Mike, after running the hettest i got Chi2 (4) =1.91 and Prob > chi2=0.7517 thus I fail to reject the null hypothesis so I assume my model contains no too little heteroskedasticity

[@sharnice4366]

This is a great question too because whilst the alpha is that p>0.05 means the is homoskedasticity...the chi2 value on your question is still greater than the p value so does this mean that there it is heteroskedastic?

[@tyhvionmacguinness5002]

Hello, from mirroring what you have done in the video, the only variable that incurs Heteroskedasticity is my Y variable. Does this then effect my overall results or is it ok?

[@mikejonaseconometrics1886]

If your Y variable is heteroskedastic, then your error is also heteroskedastic. This means that your standard errors and t-statistics will be invalid, and robust standard errors should be used.

[@mikejonaseconometrics1886]

Check this video for how to "fix" the het problem: kzbin.info/www/bejne/bZqvnHqie5ZomNE

[@elenabruckner1368]

Hello! I accidentally entered gen 2uhat=uhat... is there any way to still get 2uhat=uhat^2? my stata keeps giving me errors :(

[@mikejonaseconometrics1886]

Yes, two options: Option 1: “drop 2uhat” then “gen 2uhat=uhat^2”. Option 2: “replace 2uhat=uhat^2”

[@vv_vv7992]

pelao mino me hiciste la tarea