topic Re: Heteroskedasticity in Statistical Procedures

Heteroskedasticity

julieegholm99 — Mon, 20 May 2024 18:03:47 GMT

I have plotted the residuals against the predicted values for my multiple linear regression model. I'm uncertain whether my model exhibits heteroscedasticity. I conducted a Breusch-Pagan test, but since the MLR 4 assumption was not met, the results might be misleading. Could anyone help determine if there appears to be heteroscedasticity in this plot?

Re: Heteroskedasticity

Madelyn_SAS — Mon, 20 May 2024 18:14:13 GMT

Are you using Visual Statistics for this?

Re: Heteroskedasticity

StatDave — Mon, 20 May 2024 21:14:22 GMT

You could use the SPEC option in the MODEL statement in PROC REG. That and related options are discussed in "Testing for Heteroscedasticity" in the Details section of the REG documentation in the SAS/STAT User's Guide.

Re: Heteroskedasticity

Ksharp — Tue, 21 May 2024 00:38:52 GMT

I think your residuals looks good ,NOT exhibits heteroscedasticity.

Re: Heteroskedasticity

SteveDenham — Fri, 24 May 2024 15:03:43 GMT

We all tend to see different things, but it appears that the absolute value of the residuals increase with increasing predicted values. You might consider that to be evidence of heteroskedasticity, but it might also be the result of model misspecification, improper scaling of design variables, collinearity (if this is a multiple regression) or not recognizing that whatever process generates the data is one where scale is a function of location, such as a gamma distribution.

SteveDenham

Re: Heteroskedasticity

Season — Thu, 13 Jun 2024 08:28:28 GMT

Judging from the plot you provided, I think there is heteroscedasticity. You could post the result of the Breusch-Pagan test here anyway as it a formal statistical test tailored for testing heteroscedasticity.