BPtest.MAC

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## ==================================================
##  Breusch-Pagan Test
##  Minitab Macro Function by Chanseok Park
##  (MTHSC 805-Clemson University, IE-68722-PNU)
## 
## Usage: We assume:
##        c11 = response 
##        c1-c4 = predictors
##
## MTB > %U:\mthsc805\minitab\BPtest c11 c1-c4.
##
## ==================================================
MACRO
BPtest    Y X.1-X.M .
MCONSTANT k1 k2 k3 N 
MCOLUMN   X.1-X.M Y E1 E2 E3
brief 0
let N = count(Y) 

regress Y M X.1-X.M;
  resids E1.

let E2 = E1**2 
let k1 = mean(E2)
let k3 = M

regress E2 M X.1-X.M;
  fits    E3. 

let k2 = (sum((E3-k1)**2)/2) / ((sum(E2)/N)**2)

cdf k2 k1; 
  chisquare k3.
let k1 = 1 - k1

brief 1
print  "Breusch-Pagan Test Statistic:" k2 &
       "Degrees of Freedom:" k3 &
       "p-value:" k1 ; 
  format (A30, F12.5, /, A28, F8.0, /, A30, F12.5 ). 
ENDMACRO