Timeline for How to test if the errors of a linear regression are constant? [duplicate]
Current License: CC BY-SA 3.0
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Apr 13, 2017 at 12:44 | history | edited | CommunityBot |
replaced http://stats.stackexchange.com/ with https://stats.stackexchange.com/
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Sep 23, 2011 at 16:18 | comment | added | whuber♦ | Closing, because this question is either empty (interpreted as written) or it covers previous ground. | |
Sep 23, 2011 at 16:18 | history | edited | CommunityBot |
insert duplicate link
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Sep 23, 2011 at 16:17 | history | closed | whuber♦ | exact duplicate | |
Sep 23, 2011 at 16:07 | comment | added | rolando2 | To learn about tests for constant variance, you can look up the terms homo- and hetero-skedasticity on this site. Maybe you had in mind a constant mean. As in, residuals should not be generally high for some values of predicted Y but generally low for others. You could test this by dividing your predicted Y into discrete groups and running an anova using the residuals as the dependent variable. | |
Sep 23, 2011 at 16:06 | answer | added | Dr. Mike | timeline score: 1 | |
Sep 23, 2011 at 15:31 | comment | added | John | The residuals can't be constant. The math of a linear regression is such that some must be positive and some negative. Perhaps you mean something else. | |
Sep 23, 2011 at 15:30 | comment | added | Dr. Mike | Do you mean how to check if the residuals of a linear regression have a constant variance? The residuals from a regression will of course per definition be random... | |
Sep 23, 2011 at 15:13 | history | asked | Dail | CC BY-SA 3.0 |