Breusch–Pagan Test in 60 Seconds

Описание: See how the Breusch–Pagan Test visually detects heteroscedasticity in regression models — explained with Mathematica graphs!
Perfect for AP, IB, and A-Level Econometrics students learning OLS assumptions.

In this quick explainer, you’ll see both homoskedastic (blue) and heteroskedastic (red) cases side by side, and learn how the Chi-square distribution helps reject or accept the null hypothesis.

Full video:    • Breusch–Pagan Test (AP, IB, A-Level Econom...  

⏱️ Summary (with timestamps):
00:04 – Introduction to the Breusch–Pagan Test, used to detect heteroscedasticity in regression models.
00:14 – Overlay graph shows residuals: red = heteroscedasticity, blue = homoskedasticity.
00:26 – The null hypothesis assumes residuals have constant variance.
00:37 – Define Chi-square distribution (1 degree of freedom) for the test.
00:44 – The p-value is almost zero, indicating strong evidence against the null.
00:52 – Conclusion: Reject the null hypothesis — the residuals exhibit
heteroscedasticity.

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