Questions tagged [homoscedasticity]

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Conditional variance [closed]

I'm struggling to understand why the following is true: MLR5 assumption in multiple regression $\text{var}(u|x_1,\ldots,x_n)=\sigma^2$ implies that $\text{var}(u|x_i)=\sigma^2$ for every $i$, ...
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0answers
22 views

Homoscedasticity in regression model building example

In a linear model building example for a class, we are given a data set and told to use methods like forward, backward, and stepwise selection to choose predictors to include. I get to a combination ...
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2answers
38 views

Help interpreting residual vs fitted plot and normality (ANOVA on R)

Probably a stupid question. I'm carrying out a statistical analysis on R using ANOVA and am not sure if the data meets the assumptions of normality of residuals or homogeneity of variance. My data : ...
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0answers
20 views

Possible tests for large sample, heteroscedastic, non-normal data?

I have downloaded all posts in a Reddit community over a set period of time. In this community, it is a requirement that any post is tagged with one of eight "flairs." I'm trying to test for ...
2
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1answer
57 views

GAMs & homoscedasticity

Despite my best Googling efforts, I can't find an answer to this simple question: Q: Does a generalised additive model with a link identity function and a Gaussian distribution assume ...
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0answers
8 views

ncvTest vs Graph reliability

I am performing Multiple linear resgression The ncvTest has a p value of 0.02 or so which means that 95% level we have heteroskedasticity but the graph looks well and randomly distributed quite good ...
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2answers
103 views

Multiple linear regression: homoscedasticity or heteroscedasticity

Regarding the multiple linear regression: I read that the magnitude of the residuals should not increase with the increase of the predicted value; the residual plot should not show a ‘funnel shape’, ...
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0answers
18 views

homoscedasticity in multilinear regression

I tried to test the assumptions of multilinear regression. For the homoscedasticity, I found the following two graphs: the first graph is for all data and the second graph is for all data after ...
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0answers
25 views

games-howell test with multiple independent variables

my data doesn't meet the homogeneity of variances criterium. After a welch one way test I wanted to perform a post hoc games-howell test since it doesn't require the homogeneity of variances criterium....
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2answers
543 views

Is there any difference between heteroscedasticity and homoscedasticity?

It seems these terms are confusing. Some experts think that these terms have a contrasting meaning which is incorrect. Is there someone who can justify the interpretation.
7
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1answer
70 views

Is a visual estimate of homoscedasticity rigorous enough?

As part of my research in astronomy (quasar magnitudes at various wavelengths), I've been producing graphs such as the following: The bottom plot on each graph shows the distribution of the residuals ...