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I've got a continuous y (bounded between 0 and 10) and a 3 level categorical x (small, medium, large) and some other covariates (age, gender).

After OLS regression, both the residual vs fitted plot and Breusch-Pagan / Cook-Weisberg test for heteroskedasticity seem to suggested heteroskedasticity isn't a problem.

However if you look at the rvfplot, it looks like this (red line of best fit, green lowess).

RvF plot

Firstly, am I correct to surmise that heteroskedasticity is not an issue with this model, even though the plot looks odd. Secondly, how does one explain the rvfplot?

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  • $\begingroup$ Is this cross sectional data? (I assume so) $\endgroup$ – shenflow Feb 27 '18 at 14:16
  • $\begingroup$ Sorry forgot to mention, yes it is. $\endgroup$ – bobmcpop Feb 27 '18 at 14:21
  • $\begingroup$ Please post your tests. $\endgroup$ – shenflow Feb 28 '18 at 20:14
  • $\begingroup$ logit y i.x age gender. residual vs fitted plot and Breusch-Pagan / Cook-Weisberg test $\endgroup$ – bobmcpop Mar 1 '18 at 9:43

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