Breusch-Pagan test

Breusch-Pagan test for heteroskedasticity in a linear regression model (original and Koenker's versions).
Updated 4 May 2020

View License

Breusch, T. S.; Pagan, A. R. (1979). "A Simple Test for Heteroskedasticity and Random Coefficient Variation". Econometrica. 47 (5): 1287–1294. doi:10.2307/1911963. JSTOR 1911963. MR 0545960.
Koenker, R. (1981). "A note on studentizing a test for heteroskedasticity". Journal of Econometrics. 17 (1): 107–112. doi:10.1016/0304-4076(81)90062-2.

Cite As

Martin Magris (2024). Breusch-Pagan test (, MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2020a
Compatible with any release
Platform Compatibility
Windows macOS Linux

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!
Version Published Release Notes