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Let's say I've ran a linear regression and I'm checking the model diagnostics. I made a histogram of the residuals and they appear more or less normally distributed as below.

I thought for a long time that normally distributed residuals like below also indicated that the residuals are homeskedastic. However, I am I right in saying that heteroeskedastic residuals like below would also be normally distributed? Or in other words, we cannot tell if residuals are homeskedastic or heteroeskedastic just by plotting a histogram?

enter image description here

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    $\begingroup$ It's not necessarily the case that a marginal distributions of residuals looking normal would indicate homoskedasticity. $\endgroup$
    – Glen_b
    Commented Oct 22, 2014 at 13:04

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You're absolutely right, normally distributed does not imply homoskedastic, and your example is great.

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