Timeline for Heteroscedasticity and simple linear regression
Current License: CC BY-SA 3.0
10 events
when toggle format | what | by | license | comment | |
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Dec 8, 2014 at 18:27 | vote | accept | Emrah Dolgunsöz | ||
Dec 8, 2014 at 18:20 | answer | added | gung - Reinstate Monica | timeline score: 1 | |
Dec 8, 2014 at 18:19 | history | edited | gung - Reinstate Monica | CC BY-SA 3.0 |
edited tags; edited
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Dec 7, 2014 at 10:53 | comment | added | Emrah Dolgunsöz | Thanks a lot, so it seems i accomplished all assumptions for linear regression. This site is awesome! | |
Dec 7, 2014 at 1:58 | comment | added | Nick Cox | @gung has it right: heteroscedasticity. Show us the scatter plot too, but there is little to worry about in that plot in my view. | |
Dec 7, 2014 at 1:56 | history | edited | Nick Cox | CC BY-SA 3.0 |
added 3 characters in body; edited title
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Dec 6, 2014 at 23:58 | comment | added | Zachary Blumenfeld | Note that the existence of Heteroscedacity will not effect the coefficient estimates in the regression but rather only the standard errors of the coefficients. So your estimates from a linear regression will be the same regardless of adjustment. I suppose I can see a "football" like shape to the residual plot which can be a mark of heteroscedacity in certain data. I am not familiar with SPSS but most statistical packages offer a "robust" option in regression which adjusts for heteroscedacity in standard error. | |
Dec 6, 2014 at 22:26 | comment | added | Emrah Dolgunsöz | So as i have no heteroscasticity, cant i make linear regression? | |
Dec 6, 2014 at 22:09 | comment | added | gung - Reinstate Monica | I don't really see a triangle here. What makes you think you have heteroscedasticity? The predicted values seem to come in regular intervals / at discrete locations, do you know why that is? Were the original data grouped at fixed intervals on X? | |
Dec 6, 2014 at 22:04 | history | asked | Emrah Dolgunsöz | CC BY-SA 3.0 |