[Gretl-users] Breush Pagan test

Please yr help with this issue After performing a simple Linear regression (file attached) and asking for a Breush Pagan Heterocedasticity test in Menu TEST I get the response below [image: image.png] Instead if square residual are saved and used as a Dependent variable against above regressors the answer is different, please see below [image: image.png] Why does it happen? please, I am waiting for your Help and advise best regrards