# Tagged Questions

Refers to the property of a random process to have non-constant variance along some continuum. This most commonly presents in regression where the error variance increases as a function of one or more predictors, but also commonly refers to a time series whose variance changes over time.

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### Testing assumptions of multiple regression

When doing a multiple regression and testing for homoscedasticity some people look at raw observations and others the residuals. Which is correct? Do you use raw data or residuals to test linearity? ...
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### Measures of residuals heteroscedasticity

This wikipedia link lists a number of techniques to detect OLS residuals heteroscedasticity. I would like to learn which hands-on technique is more efficient in detecting regions affected by ...
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### Should raw data or residuals be used to check homogeneity of variance?

Unexpectedly for me (!) I've recently learnt that: "We have assumed that the error terms, $\epsilon_{ij}$, of the variates in each sample will be independent, that the variances of the error terms ...
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### Wild cluster bootstrap seems really simple. Too simple. Am I missing someting?

I've been dealing with the problem of how to construct confidence intervals on penalized spline estimators in the presence of cluster-wise auto-correlation and heteroskedasticity. My previous thread ...
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### How to correct for heteroskedasticity in fixed effects panel regression with correction for clustered standard error?

I am a student at RSM and I have a question regarding my regression analysis for my thesis as I have encountered issues I do not know how to deal with. I have performance data (dependent variable) of ...
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### How do I calculate the difference between incidences?

I'm making a study on the necessity of routine omentectomy in ovarian cancer patients. The plan is to first find the incidence of occult metastases of the omentum in ovarian cancer patients, and ...
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### Variances not homogeneous problem in ANOVA mixed between-within subjects, too bad?

I'm conducting a 2x3 mixed between-within subjects ANOVA (group x time). I have 20 participants, 10 for each group, who undergo all the 3 measures over time. Levene's test of equality of variances is ...
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### Need to analyze: Unequal variances, Factorial Completer Randomized Design

I'm trying to analyze data that violates the assumptions of an ANOVA (homogeneity of variances), thus I think I have to conduct a non-parametric test. My study follows a factorial completely ...