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julieegholm99
Calcite | Level 5

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?

Skærmbillede 2024-05-20 kl. 20.03.35.png

5 REPLIES 5
Madelyn_SAS
SAS Super FREQ

Are you using Visual  Statistics for this? 

StatDave
SAS Super FREQ

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.

Ksharp
Super User
I think your residuals looks good ,NOT exhibits heteroscedasticity.
SteveDenham
Jade | Level 19

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

Season
Lapis Lazuli | Level 10

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.

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