When evaluating simple or multiple linear regression models using SAS/LAB, an analysis of heteroscedasticity is provided. One gets a comment like the following:
"There is statistical (or "strong statistical" or "weak statistical") evidence that [dependent variable] variation is dependent on the value of [independent variable]. A transformation of [dep var] might be useful in reducing non-constant variance."
" There is no (or "not much") statistical evidence that [dep var] variation is dependent on the value of [indep var]."
Does anyone know what SAS/LAB uses as "statistical evidence" for determining heteroscedasticity?? The help for SAS/LAB is practically non-existent and I can't find anything documenting the procedures used in SAS/LAB model evaluation.