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Equal Variance Assumption in Regression in STATA (Homoskedasticity)

Owori Benard

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Equal Variance Assumption in Regression in STATA (Homoskedasticity)

645 просмотров · 1 год назад
Owori Benard
3,3 тыс. подписчиков
645 просмотров · 1 год назад
Homoskedasticity, or equal variance of errors, is a key assumption of linear regression. If this assumption is violated (heteroskedasticity), your regression estimates may be inefficient, and standard errors may be biased. In this video, I demonstrate how to test for equal variance of error terms in STATA using both graphical methods (residual plots) and the Breusch-Pagan test #STATA #LinearRegression #Statistics