Timeline for Using model with heteroskedasticity for predictions?
Current License: CC BY-SA 3.0
3 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Sep 21, 2017 at 15:18 | comment | added | zugunru | Hi- I've tried Box-Cox transformation on the model, and log and square root transformations on the response variable. With Box-Cox, I get the message: "Lambda could not be estimated; no transformation is applied". For square root I get a TINY p-value when I perform Shapiro-Wilk on the response variable, and for log I get something not much better Interestingly, I get a "normal" value on the B-P test (0.3367) but a very small p-value with the NCV test (0.0015), and a graph of residuals vs. fitted values indicates heteroskedasticity so that's what I'm going with. | |
| Sep 19, 2017 at 17:56 | review | First posts | |||
| Sep 19, 2017 at 19:57 | |||||
| Sep 19, 2017 at 17:51 | history | answered | aalberti333 | CC BY-SA 3.0 |