Inverse Binomial Sampling

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[@segundomz5685]

Can I get your help with the "white test" or "breusch pagan" for heteroscedasticity. I dont find the proof for these tests. I think the square errors follow a chi square distribution and their estimator too. I don't understand why the sum of explained error follows a chi square distribution.

[@statisticsmatt]

I have not used the Breusch Pagan test before. Ben Lambert has a nice video on it, which may help. Many thanks for watching. Don't forget to subscribe and let others know about this channel. Here's the video from Ben Lambert, ua-cam.com/video/wzLADO24CDk/v-deo.html

[@segundomz5685]

@@statisticsmatt your channel has helped me a lot. Actually I watched Ben's video but he doesn't prove why NR^2 ~chi square distribution and if you look closely all those u^2 are chi square and so the right part of the equation so it is useless to square the explained values to say it is chi square. If you have the time to check it and make a proper proof that would be awesome.