Non-constant variance along some continuum in a random process.

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7 views

t-Test residual analysis and Welch's correction

I'm reading Experimental Design and Analysis by H.Seltman (http://www.stat.cmu.edu/~hseltman/309/Book/Book.pdf) and working on the provided HCI dataset (SPSS format, can be downloaded from page 143). ...
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1answer
26 views

Heteroskedasticity Question

I have a model that's affected by Heteroskedasticity: bptest(m1) studentized Breusch-Pagan test data: m1 BP = 65.055, ...
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19 views

Nested ANOVA alternative for heteroscedastic data (Nested Welch ANOVA)

Question: Is there an equivalent of Nested -ANOVA for data which fails ANOVA requirement? Is it possible to perform in R? Many thanks, Savani I am doing an analysis of large data set. I have ...
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9 views

when variances are unequal between groups. (Welch ANOVA in r)

I want to know why the results are different between oneway.test() and gls() I assume the variance are different across ...
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22 views

Pattern in scale-location plot, despite transforming y variable

The regression model being built uses about 2200 odd observations and about 20 input variables (majority of which are categorical with a couple of continuous and ordinal variables). I fail the ...
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16 views

Heteroskedasticity consistent SEs with Proc ROBUSTREG in SAS

We are using the Proc ROBUSTREG command in SAS to down-weight the influence of the outliers (mainly in the Y-direction). Furthermore, we wish to use heteroskedasticity consistent SEs and standardized ...
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1answer
39 views

Independence and homoskedasticity

Does $E(u|x)=0$ imply homoscedasticity? If yes, why? Also, does $E(u|x)=0$ mean that $u$ and $x$ are fully independent? If answers to both these question are no: Does full independence of $u$ and ...
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12 views

Correct equation for Breslow-Day statistic in homogeneity test of odds ratio

In Statistical Methods of Cancer Research; Volume 1 - The analysis of case-control studies the authors Breslow and Day derive a statistic to test for the homogeneity of combining strata into an odds ...
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1answer
37 views

Does my residuals vs fitted values plot show constant variance for my regression?

I'm having trouble interpreting my R output. I know when checking for variance no patterns should occur but I have only covered the textbook scenario where it is very easy to interpret. However with ...
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1answer
40 views

Heteroscedasticity in Fixed Effects model

I've found heteroscedasticity in my panel data. However, Gujarati (2009) says in a footnote to the chapter "The fixed-effect within group estimator" that Stata provides heteroscedasticity-corrected ...
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49 views

what is the difference between xtgls and fixed effects with clustered standard errors?

I wonder what the difference is between a feasible generalized least squares model and a fixed effects model with clustered robust standard errors. In STATA terms, I want to know when I should use one ...
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19 views

Evaluating hetroskedasticity in a binomial residuals vs. fitted plot in glmer?

I am trying to validate the goodness of fit of a model in glmer using residuals plotting. I went through many threads here related to this but still I am not sure that the solutions offered apply to ...
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13 views

In testing Heteroscedasticity, when should I use Park Test or Glejser Test?

I am currently running a data analysis on survey data. In testing the heteroscedasticity assumption in Multiple Linear Regression, using Park Test, the research actually passed the test. However, when ...
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12 views

null hypothesis for Breush Pagan test

I´m doing a simulation study about some test for homocedastic variance. I have Levene, Bartlett, Fligner and Goldfeld test. The null hypothesis is: $H_{o} = \sigma_{1}^{2} = \ldots = \sigma_{k}^{2}$ ...
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18 views

How do I test the parametric assumptions of a split-plot ANOVA?

I have an RCBD split-plot experimental design for testing the effects of drought, tillage, and nutrients on plant biomass: Block = random factor (2 blocks of 10 plots each, total 20 plots) Drought = ...
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23 views

Linear regression with trimmed data

I would like to know how experts deal with real data. Even if statistical text books uses real data I'm always surprised how good the real data are and at the end of the exercises the residuals are ...
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24 views

Heteroskedasticity test for panel data

I failed to use traditional heteroskedasticity tests in an unbalanced panel data, and I am not very clear on how to proceed in a different satisfactory manner. When trying to plot the residuals ...
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48 views

Heteroscedasticity and bias shown in residual plots, lme

I have been fitting a linear mixed-effect model. The residual plots are not desirable. I have found many posts telling me the first is heteroscedastic, and the second is biased. But I can't find info ...
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23 views

Two versions of the Breusch-Pagan test?

I have learned (and it is the case for instance in Woolridge's Introductory Econometrics) that for testing heteroskedasticity with the BP test, the sample statistic is $nR^2_{\hat{u}^2}$, that follows ...
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43 views

Breusch–Godfrey test under heteroskedasticity

Do I need to account for heteroskedasticity when performing the (vector) AR1-2 test? The Autocorrelation (AR) 1-2 test is defined as follows - often reffered to as the Breusch–Godfrey test (Wiki ...
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10 views

Classification of overlapping hetegenerous cell nuclei

We are two people doing a image analysis project on segmentation of cell nuclei. Our data set consist of about 300-400 cell nuclei, from 10-15 images containing different cell types. Our main problem ...
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1answer
28 views

Heteroscedasticity,Autocorrelation,Chow test

Can a Chow test be run on a dataset which has autocorrelation and/or heteroscedasticity? Will the F-stat give accurate results?
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38 views

How to change your data to be homoscedastic?

I want to use a linear discriminant analysis and need homoscedasticity. I'm wondering how to get this assumption correct with the data that I have. I have in total over 7000 samples, but I'm ...
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1answer
27 views

Data violates homogeneity of variances and is not normally distributed. Can I still run the t-test?

I have two categorical, independent groups, and a continuous dependent variable. The data violates homogeneity of variances, and the dependent variable is not normally distributed for each of the two ...
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7 views

Is it meaningful to look at predicted values vs residual plot to assess homogeneity of variance assumption for mixed ANOVA?

I have two-way mixed ANOVA. I remembered getting the a single value predicted values when I plotted predict vs residual plot for one-way repeated measures ANOVA. So is it meaningful to produce the ...
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17 views

How to fix a linear regression where the residuals are dependent on fitted values?( i.e heteroskedasticity)

I fitted a linear regression(LM) in R to a bunch of variables. I can see model is heteroskedastic. However, reading around various resources, I couldnt find a simple solution to fix this. Some of ...
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1answer
71 views

Mixed model or ANOVA on differences in pre-post design

I want to analyse the effect of different treatment types (control, treatment1, ..., treatment4) on the surface of specimens made of certain materials (...
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24 views

White test confirms heteroskedasticity while Breusch-Pagan test doesn't [duplicate]

I'm using SAS in order to create a model for a cars datasets. The response variable y, is the price of the car. By the way I'm using the PROC MODEL statement in order to check heteroskedasticity. This ...
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8 views

How to know if my data is homogeneous or not

This is for general understanding and I don't have a specific task or data I need to relate it to, but I'm trying to understand how do I know if my point data is homogeneous or inhomogeneous. Is that ...
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1answer
26 views

Unit root tests ambigous - is time series stationary?

I am testing a time series (quarterly) for stationarity. However, using the KPSS test, the ADF test and PP test, I get different results (ADF and PP reject non-stationarity, KPSS rejects stationarity, ...
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1answer
68 views

Does this residual plot indicate heteroscedasticity?

These are two versions of the same residual plot, just with a different scales, (I'm not sure which is easier to interpret so I included both). I don't need to know major details (for the assignment ...
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1answer
27 views

Compare several means with different sample sizes (greater than 2)

I have seven different groups with different sample sizes and variances and I want to compare the means of their data. I'm not very informed in statistics, so could anyone help me out here? I've only ...
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23 views

Autocorrelation test in case of heteroskedasticity and endogeneity

During my thesis I encountered the problem of having some degree of heteroscedasticity in my error terms. This creates a problem when I want to test for autocorrelation since for example the ...
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1answer
29 views

Proper definition of AR()-ARCH() time series model

This is how I would define it, if anyone has any objections please let me know! AR(m)-ARCH(m) time series is an ARCH(m) process in which the variance at time t is conditional on the previous m times ...
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1answer
50 views

Significant Result in Levene's Test

I am very confused right now. I ran Levene's test on my data and got a p-value of 0.000, meaning that variances are very heterogeneous. I transformed the data but no method can make them homogeneous. ...
3
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1answer
227 views

Reporting Shapiro-Wilk and Levene's test results

In light of questions such as this: Interpretation of Shapiro-Wilk test and others. I was wondering if it is better to state that "data were (formally) tested for violation of normality (p < x) and ...
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17 views

Normality and homogeneity test for small sample size

I would like to inquire if testing for normality and homogeneity is still necessary for my data from an experimental where trials were done only three times. Or can I directly perform ANOVA and ...
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29 views

Heteroscedasticity and Linear relationship?

I am new to statistics and am doing my first analysis using SPSS. I am doing multiple regression and I am not too sure how badly this graph violates linearity and homoscedasticity. I am not keen on ...
2
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1answer
26 views

Heteroskedasticity that is not due to excluded moderating variables

Is heteroskedasticity always caused by excluded moderating variables in a regression model? Are there any phenomena where heteroskedasticity is independent from such exclusion?
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1answer
26 views

ANOVA and Kruskal-Wallis Test in One Study

I am currently analyzing the results of my study which deals with several dependent variables. I have tested the data for normality and homogeneity and all but one passed the assumptions for ANOVA. ...
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41 views

Fitting heteroscedastic models using gls function

Consider the following heteroscedastic model: $$y_i = f(x_i, \beta) + g(x_i, \theta)\varepsilon_i, i = 1, \ldots, n, \tag{1}$$ where $f(\cdot, \beta)$ is the regression function and $g(\cdot, \theta)$ ...
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14 views

Which criteria should I use to remove high variable data

In a biological experiment, I have, for every instance (a gene), three replicates, in a given condition. Ideally, the three measurements should be very closed from each other. I would like to discard ...
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26 views

How to prove the Heteroskedasticiy of a $ u_i $ in a linear regression model

I have to solve the following problem: I've been given that $E[y_i|x_i] $ is non-linear in $ x_i = (1, x_i1, . . . , x_ik) $ (I have not been told "how" is non linear) and $ Var[y_i|x_i] = σ^2 $. I've ...
2
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1answer
38 views

What type of Generalized Linear Model can handle high-to-low-variance heteroscedasticity?

I am trying to model the relationship between a continuous response variable (sample-corrected species-diversity estimates) and a continuous predictor variable (geographic spread). I have ...
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0answers
25 views

How can I make these time-series data stationary?

I'm working on eventually getting to a Granger-causality (or VAR) test on my independent variable(s), but first I need to sort out my dependent variable, which is Bitcoin's USD exchange rate ...
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6 views

What is the significance level for leveneTest in R? [duplicate]

I want to perform a Levene Test in R to check if the variances of two samples are equal. I have the following data; test1 and test2 are my samples. ...
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9 views

Help accounting for heteroskedasticity in a Revenue~GHG model with out Log transforming

Context I work for a sustainability charity and I've been developing regression model to estimate the Greenhouse Gas Emissions of public companies based on reported data (both financial and ...
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34 views

Which test for autocorrelation in a time series

I need your help to test autocorrelation between residuals of a time series. But I don't know which test use: Breusch Godfrey test, ARCH test or Durbin–Watson test.. I don't understand the difference ...
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22 views

heteroscedasticity in a log-linear model using glm in R

I have a log-linear model, built using glm in R. I performed bptest on the model, using bptest function from lmtest package. It revealed high heteroscedasticity in the model. My model is based on ...
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35 views

Strange residuals pattern

I fit a linear model that obviously needs some work. Here is an example of my data: ...