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breusch pagan test random effects eviews torrent

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Search in titles only. Posts Latest Activity. Page of 1. Filtered by:. Meike Wenzl. Breusch and Pagan multiplier test for random effects 28 Jun , I understand that if I reject the Null then I have to conclude that random effects is not appropriate. Therefore you can run a simple OLS regression.

However, I don't understand my output. I would say I cannot reject the Null. Is this correct? Tags: None. Emad Shehata. Since your LM test is significance So, random effect model must be used Because there are significant difference among panels. Emad A. Furthermore if I can't reject the null does this mean that I can't use a fixed effects estimation as well? I have never been able to reject this null on non-simulated panel data, and you have found that as well.

I might consider using het-robust errors and testing again. The BP test does not help with this decision. Sign up to join this community. The best answers are voted up and rise to the top. Stack Overflow for Teams — Start collaborating and sharing organizational knowledge.

Create a free Team Why Teams? Learn more. Asked 6 years, 1 month ago. Modified 6 years, 1 month ago. Viewed 21k times. Improve this question. Add a comment. Sorted by: Reset to default. Highest score default Date modified newest first Date created oldest first. Improve this answer. Sign up or log in Sign up using Google.

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ECONOMETRICS - Breusch-Pagan Test for Heteroscedasticity

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