het_breuschpagan¶

In [ ]:

het_breuschpagan(vdf: vDataFrame, 
                 eps: str, 
                 X: list)

Breusch-Pagan test for heteroscedasticity.

Parameters¶

Name	Type	Optional	Description
vdf	vDataFrame	❌	input vDataFrame.
eps	str	❌	Input residual vcolumn.
X	list	❌	Exogenous Variables to test the heteroscedasticity on.

Returns¶

tablesample : An object containing the result. For more information, see utilities.tablesample.

Example¶

In [9]:

from verticapy import *
texas = vDataFrame("Texas")
texas.plot(ts = "date", columns = ["cases", "deaths"])

Out[9]:

<AxesSubplot:xlabel='"date"'>

In [10]:

from verticapy.learn.linear_model import LinearRegression

model = LinearRegression("Texas_deaths_lr")
model.drop()
model.fit(texas, X = ["cases"], y = "deaths")
texas = model.predict(texas, name = "deaths_pred")
texas["eps"] = texas["deaths"] - texas["deaths_pred"]

In [11]:

from verticapy.stats import het_breuschpagan
het_breuschpagan(texas, 
                 eps = "eps", 
                 X = ["cases"])

Out[11]:

	value
Lagrange Multiplier Statistic	2.0452954249167528
lm_p_value	0.1526773429034763
F Value	2.0463732312545195
f_p_value	0.15619270332930216

Rows: 1-4 | Columns: 2