The standard way to calculate a BP statistic is to use N*(R^2)
, which is exactly what you're getting. Using the F- as you've done is asymptotically equivalent, but not identical.
Note also that the p-values are effectively the same.
The standard way to calculate a BP statistic is to use N*(R^2)
, which is exactly what you're getting. Using the F- as you've done is asymptotically equivalent, but not identical.
Note also that the p-values are effectively the same.