290k views

### Difference between logit and probit models

What is the difference between Logit and Probit model? I'm more interested here in knowing when to use logistic regression, and when to use Probit. If there is any literature which defines it using ...
74k views

### Interpreting plot.lm()

I had a question about interpreting the graphs generated by plot(lm) in R. I was wondering if you guys could tell me how to interpret the scale-location and leverage-residual plots? Any comments ...
29k views

### How are regression, the t-test, and the ANOVA all versions of the general linear model?

How are they all versions of the same basic statistical method?
43k views

### Interpretation of plot (glm.model)

Can anyone tell me how to interpret the 'residuals vs fitted', 'normal q-q', 'scale-location', and 'residuals vs leverage' plots? I am fitting a binomial GLM, saving it and then plotting it.
52k views

### How do you find weights for weighted least squares regression?

I am a bit lost in the process of WLS regression. I have been given dataset and my task is to test whether there is heteroscedascity, and if so I should run WLS regression. I have carried out the ...
28k views

### Why Levene test of equality of variances rather than F ratio?

SPSS uses the Levene test to evaluate homogeneity of variances in the independent group t-test procedure. Why is the Levene test better than a simple F ratio of the ratio of the variances of the ...
21k views

### How to perform residual analysis for binary/dichotomous independent predictors in linear regression?

I am performing the multiple linear regression below in R to predict returns on fund managed. reg <- lm(formula=RET~GRI+SAT+MBA+AGE+TEN, data=rawdata) Here ...
2k views

### Where do the assumptions for linear regression come from? [duplicate]

I'v already known that there are several assumpations when using linear regression model. But I cannot understand why some of them exists. They are: independent errors normal distribution of errors ...
7k views

### Simulate linear regression with heteroscedasticity

I am trying to simulate a dataset that matches empirical data that I have, but am unsure how to estimate the errors in the original data. The empirical data includes heteroscedasticity, but I am not ...
19k views

### What are key differences between homoscedasticity and homogeneity?

Homoscedasticity and homogeneity of effect-sizes assumptions are popular with regression analysis and Anova respectively.These assumptions create lot of confusion at least in my mind. I am not clear ...
10k views

### Homoscedastic and heteroscedastic data and regression models

How to understand the homoscedasticity and heteroscedasticity in context of regression models? Is there a way to check these properties in R?
3k views

### Linear regression with changing variance

I want to perform linear regression on some data. For every value of x, the data values are distributed normally across y, around some mean. However, the variance increases linearly as x increases. I ...
15k views

### Testing homoscedasticity for multiple regression in SPSS

I am conducting a multiple regression with 1 DV and 6 IVs. I am trying to test Homoscedasticity on SPSS using a scatterplot since all my variables are scales. I conducted a the residual vs predictor ...