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- Breusch–Godfrey_test abstract "In statistics, the Breusch–Godfrey test, named after Trevor S. Breusch and Leslie G. Godfrey, 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 for the presence of serial dependence that has not been included in a proposed model structure and which, if present, would mean that incorrect conclusions would be drawn from other tests, or that sub-optimal estimates of model parameters are obtained if it is not taken into account. The regression models to which the test can be applied include cases where lagged values of the dependent variables are used as independent variables in the model's representation for later observations. This type of structure is common in econometric models. A similar assessment can be also carried out with the Durbin–Watson test.Because the test is based on the idea of Lagrange multiplier testing, it is sometimes referred to as LM test for serial correlation.".
- Breusch–Godfrey_test wikiPageID "17097662".
- Breusch–Godfrey_test wikiPageLength "7103".
- Breusch–Godfrey_test wikiPageOutDegree "32".
- Breusch–Godfrey_test wikiPageRevisionID "688589424".
- Breusch–Godfrey_test wikiPageWikiLink Asymptotic_distribution.
- Breusch–Godfrey_test wikiPageWikiLink Autocorrelation.
- Breusch–Godfrey_test wikiPageWikiLink Breusch–Pagan_test.
- Breusch–Godfrey_test wikiPageWikiLink Category:Regression_diagnostics.
- Breusch–Godfrey_test wikiPageWikiLink Category:Regression_with_time_series_structure.
- Breusch–Godfrey_test wikiPageWikiLink Category:Statistical_tests.
- Breusch–Godfrey_test wikiPageWikiLink Dependent_and_independent_variables.
- Breusch–Godfrey_test wikiPageWikiLink Durbin–Watson_statistic.
- Breusch–Godfrey_test wikiPageWikiLink Econometric_model.
- Breusch–Godfrey_test wikiPageWikiLink Errors_and_residuals.
- Breusch–Godfrey_test wikiPageWikiLink Leslie_G._Godfrey.
- Breusch–Godfrey_test wikiPageWikiLink Linear_regression.
- Breusch–Godfrey_test wikiPageWikiLink Null_hypothesis.
- Breusch–Godfrey_test wikiPageWikiLink Ordinary_least_squares.
- Breusch–Godfrey_test wikiPageWikiLink Python_(programming_language).
- Breusch–Godfrey_test wikiPageWikiLink R_(programming_language).
- Breusch–Godfrey_test wikiPageWikiLink Regression_analysis.
- Breusch–Godfrey_test wikiPageWikiLink SAS_(software).
- Breusch–Godfrey_test wikiPageWikiLink Score_test.
- Breusch–Godfrey_test wikiPageWikiLink Serial_dependence.
- Breusch–Godfrey_test wikiPageWikiLink Stata.
- Breusch–Godfrey_test wikiPageWikiLink Statistical_hypothesis_testing.
- Breusch–Godfrey_test wikiPageWikiLink Statistical_power.
- Breusch–Godfrey_test wikiPageWikiLink Statistics.
- Breusch–Godfrey_test wikiPageWikiLink Statsmodels.
- Breusch–Godfrey_test wikiPageWikiLink Trevor_S._Breusch.
- Breusch–Godfrey_test wikiPageWikiLinkText "Breusch–Godfrey test".
- Breusch–Godfrey_test wikiPageUsesTemplate Template:Citation_needed.
- Breusch–Godfrey_test wikiPageUsesTemplate Template:Cite_book.
- Breusch–Godfrey_test wikiPageUsesTemplate Template:Cite_journal.
- Breusch–Godfrey_test wikiPageUsesTemplate Template:Reflist.
- Breusch–Godfrey_test wikiPageUsesTemplate Template:Statistics.
- Breusch–Godfrey_test subject Category:Regression_diagnostics.
- Breusch–Godfrey_test subject Category:Regression_with_time_series_structure.
- Breusch–Godfrey_test subject Category:Statistical_tests.
- Breusch–Godfrey_test type Econometric.
- Breusch–Godfrey_test type Redirect.
- Breusch–Godfrey_test comment "In statistics, the Breusch–Godfrey test, named after Trevor S. Breusch and Leslie G. Godfrey, is used to assess the validity of some of the modelling assumptions inherent in applying regression-like models to observed data series.".
- Breusch–Godfrey_test label "Breusch–Godfrey test".
- Breusch–Godfrey_test sameAs Q4456437.
- Breusch–Godfrey_test sameAs Test_Breusch-Godfrey.
- Breusch–Godfrey_test sameAs m.0421l2r.
- Breusch–Godfrey_test sameAs Тест_Бройша_—_Годфри.
- Breusch–Godfrey_test sameAs Q4456437.
- Breusch–Godfrey_test wasDerivedFrom Breusch–Godfrey_test?oldid=688589424.
- Breusch–Godfrey_test isPrimaryTopicOf Breusch–Godfrey_test.