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 | nj...@cam.ac.uk | Mobile: +44 (0) 7905 70 1 69 4
Skype: nicole.janz
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