homoscedasticity

  1. P

    Multiple regression analysis - Linearity/homoscedasticity

    Hello, I am currently having trouble determining if my predictors show enough linearity to be used in a standard multiple regression analysis, and if I fulfill the requirement of homoscedasticity. Trying to work through a guide on statistics.laerd.com. Would greatly appreciate your feedback...
  2. D

    Checking homoscedasticity in repeated measures

    Hello, When checking the assumption of constant variance for repeated measures data, am I correct in thinking that the variance of residuals should be compared across entities (e.g. participants in my experiment), as well as across the levels of each factor (e.g. drug dose)? Thus, it is...
  3. C

    How to do residual investigation using Fama-MacBeth regressions?

    Hello, everyone!! :) My research is in asset pricing, and I am regressing an independent variable (an anomaly to the CAPM) against a dependent variable (in this case, monthly returns for assets) using Fama-MacBeth (1973) implementation (explained below). - My ultimate goal is to assess...
  4. J

    Four Factor Design ~ Homoscedasticity Problem

    Hello! For school, I have decided to do a project on airline reliability; specifically, looking at on-time departures. I decided to use a four factor design with my factors being: airline, airport, day, and time. The data has all been collected. I'm verifying that the conditions of ANOVA...
  5. G

    Newey and West in panel data

    Morning, I am working on a panel data and i am finding serial correlation and heteroscedasticity. To obtain right regression i would like to use the Newey and West method. So i use the command "newey2 ..., lag(#)". I though that the newey and west method just change the standard error...