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Breusch–Pagan test

In statistics, the Breusch–Pagan test, developed in 1979 by Trevor Breusch and Adrian Pagan, is used to test for heteroskedasticity in a linear regression model. It was independently suggested with so

Portmanteau test

A portmanteau test is a type of statistical hypothesis test in which the null hypothesis is well specified, but the alternative hypothesis is more loosely specified. Tests constructed in this context

Regression validation

In statistics, regression validation is the process of deciding whether the numerical results quantifying hypothesized relationships between variables, obtained from regression analysis, are acceptabl

Structural break test

No description available.

Pseudo-R-squared

Pseudo-R-squared values are used when the outcome variable is nominal or ordinal such that the coefficient of determination R2 cannot be applied as a measure for goodness of fit. In linear regression,

Partial leverage

In regression analysis, partial leverage (PL) is a measure of the contribution of the individual independent variables to the total leverage of each observation. That is, if hi is the ith element of t

Partial regression plot

In applied statistics, a partial regression plot attempts to show the effect of adding another variable to a model that already has one or more independent variables. Partial regression plots are also

Mallows's Cp

In statistics, Mallows's Cp, named for Colin Lingwood Mallows, is used to assess the fit of a regression model that has been estimated using ordinary least squares. It is applied in the context of mod

Partial residual plot

In applied statistics, a partial residual plot is a graphical technique that attempts to show the relationship between a given independent variable and the response variable given that other independe

Influential observation

In statistics, an influential observation is an observation for a statistical calculation whose deletion from the dataset would noticeably change the result of the calculation. In particular, in regre

Variance inflation factor

In statistics, the variance inflation factor (VIF) is the ratio (quotient) of the variance of estimating some parameter in a model that includes multiple other terms (parameters) by the variance of a

Regression diagnostic

In statistics, a regression diagnostic is one of a set of procedures available for regression analysis that seek to assess the validity of a model in any of a number of different ways. This assessment

Cook's distance

In statistics, Cook's distance or Cook's D is a commonly used estimate of the influence of a data point when performing a least-squares regression analysis. In a practical ordinary least squares analy

Goldfeld–Quandt test

In statistics, the Goldfeld–Quandt test checks for homoscedasticity in regression analyses. It does this by dividing a dataset into two parts or groups, and hence the test is sometimes called a two-gr

Information matrix test

In econometrics, the information matrix test is used to determine whether a regression model is misspecified. The test was developed by Halbert White, who observed that in a correctly specified model

Leverage (statistics)

In statistics and in particular in regression analysis, leverage is a measure of how far away the independent variable values of an observation are from those of the other observations. High-leverage

Chow test

The Chow test (Chinese: 鄒檢定), proposed by econometrician Gregory Chow in 1960, is a test of whether the true coefficients in two linear regressions on different data sets are equal. In econometrics, i

PRESS statistic

In statistics, the predicted residual error sum of squares (PRESS) is a form of cross-validation used in regression analysis to provide a summary measure of the fit of a model to a sample of observati

DFFITS

DFFIT and DFFITS ("difference in fit(s)") are diagnostics meant to show how influential a point is in a statistical regression, first proposed in 1980. DFFIT is the change in the predicted value for a

White test

In statistics, the White test is a statistical test that establishes whether the variance of the errors in a regression model is constant: that is for homoskedasticity. This test, and an estimator for

Coefficient of determination

In statistics, the coefficient of determination, denoted R2 or r2 and pronounced "R squared", is the proportion of the variation in the dependent variable that is predictable from the independent vari

Ramsey RESET test

In statistics, the Ramsey Regression Equation Specification Error Test (RESET) test is a general specification test for the linear regression model. More specifically, it tests whether non-linear comb

Park test

In econometrics, the Park test is a test for heteroscedasticity. The test is based on the method proposed by Rolla Edward Park for estimating linear regression parameters in the presence of heterosced

Studentized residual

In statistics, a studentized residual is the quotient resulting from the division of a residual by an estimate of its standard deviation. It is a form of a Student's t-statistic, with the estimate of

Breusch–Godfrey test

In statistics, the Breusch–Godfrey test is used to assess the validity of some of the modelling assumptions inherent in applying regression-like models to observed data series. In particular, it tests

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