Intro to Programming in R
The Breusch-Pagan Test is a statistical test used to detect heteroscedasticity in the residuals of a regression model. Heteroscedasticity occurs when the variance of the errors is not constant across all levels of the independent variables, which can lead to inefficient estimates and invalid inference. This test is essential for ensuring that the assumptions of multiple linear regression are met and plays a critical role in model diagnostics.
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