stats.diagnostic.HetGoldfeldQuandt
statsmodels.stats.diagnostic.HetGoldfeldQuandt
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class statsmodels.stats.diagnostic.HetGoldfeldQuandt[source] -
test whether variance is the same in 2 subsamples
Parameters: y : array_like
endogenous variable
x : array_like
exogenous variable, regressors
idx : integer
column index of variable according to which