statsmodels.stats.diagnostic.het_breuschpagan(resid, exog_het)
[source]
BreuschPagan Lagrange Multiplier test for heteroscedasticity
The tests the hypothesis that the residual variance does not depend on the variables in x in the form
Math:  sigma_i = sigma * f(alpha_0 + alpha z_i) 

Homoscedasticity implies that $alpha=0$
Parameters: 


Returns: 

Assumes x contains constant (for counting dof and calculation of R^2). In the general description of LM test, Greene mentions that this test exaggerates the significance of results in small or moderately large samples. In this case the Fstatistic is preferrable.
Verification
Chisquare test statistic is exactly (<1e13) the same result as bptest in Rstats with defaults (studentize=True).
Implementation This is calculated using the generic formula for LM test using $R^2$ (Greene, section 17.6) and not with the explicit formula (Greene, section 11.4.3). The degrees of freedom for the pvalue assume x is full rank.
http://en.wikipedia.org/wiki/Breusch%E2%80%93Pagan_test Greene 5th edition Breusch, Pagan article
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.stats.diagnostic.het_breuschpagan.html