To detect heteroscedasticity for a multiple linear OLS regression (no time dependencies): What if the residuals vs. fitted values plot shows well behaved residuals (cloud) - but the some of the x versus residuals plots are a megaphone? Also, it seems that textbooks and internet tutorials in R do not agree what is the best plot for detecting heteroscedasticity. What do you use? I found so far: - Y vs X - Res vs X - Res vs Fitted Y - Partial regression plot and lots of standardized/studentized/partial plots. Thank you very much in advance! Nicole - Nicole Janz, PhD Cand. Lecturer at Social Sciences Research Methods Centre 2012/13 University of Cambridge Department of Politics and International Studies www.nicolejanz.de | nj248 at cam.ac.uk | Mobile: +44 (0) 7905 70 1 69 4 Skype: nicole.janz
Heteroscedasticity Plots
2 messages · N. Janz, Michael Friendly
car::spreadLevelPlot is designed for just this purpose. Something similar is one of the plots produced by plot(lm(...)) HTH
On 2/6/2013 9:42 AM, N. Janz wrote:
To detect heteroscedasticity for a multiple linear OLS regression (no time dependencies): What if the residuals vs. fitted values plot shows well behaved residuals (cloud) - but the some of the x versus residuals plots are a megaphone? Also, it seems that textbooks and internet tutorials in R do not agree what is the best plot for detecting heteroscedasticity. What do you use? I found so far: - Y vs X - Res vs X - Res vs Fitted Y - Partial regression plot and lots of standardized/studentized/partial plots. Thank you very much in advance! Nicole - Nicole Janz, PhD Cand. Lecturer at Social Sciences Research Methods Centre 2012/13 University of Cambridge Department of Politics and International Studies www.nicolejanz.de | nj248 at cam.ac.uk | Mobile: +44 (0) 7905 70 1 69 4 Skype: nicole.janz
Michael Friendly Email: friendly AT yorku DOT ca Professor, Psychology Dept. & Chair, Quantitative Methods York University Voice: 416 736-2100 x66249 Fax: 416 736-5814 4700 Keele Street Web: http://www.datavis.ca Toronto, ONT M3J 1P3 CANADA