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8:52
YouTube
Pat Obi
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 ...
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