Heteroscedasticity - Detection

Описание к видео Heteroscedasticity - Detection

This video presentation shows how to detect the problem of heteroskedasticity (also written as heteroscedasticity).

Note: The Goldfeldt-Quant test (discussed here) is most appropriate if we believe the variance of the error term increases or decreases consistently as Y-hat (or X increases). A more robust test for heteroscedasticity is Breusch-Pagan test (not discussed here).

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