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What are the steps for spss heteroskedasticity test?

爱喝马黛茶的安东尼
爱喝马黛茶的安东尼Original
2019-08-21 11:58:5627162browse

spss heteroskedasticity test steps: first save the residuals according to the regression results; then calculate the square of the residuals; finally draw a scatter plot of the squared residuals and "X", and make a weighted least squares method Just return.

What are the steps for spss heteroskedasticity test?

First, you must save the residuals according to the regression results, calculate the square of the residuals, and then draw a scatter plot of the squared residuals and X.

Related recommendations: "FAQ"

The steps are as follows:

(1) During regression calculation, click [ in the regression main dialog box Save] button, select the [Unstandardized] option in [Residuals], and click [Continue] to return to the main dialog box. While outputting the results, the residuals will be saved as a new variable res_1.

(2) Calculate the square of the residual. Select [Transform] => [Compute], and enter the variable name of the residual square (such as e2) and the expression for calculating the residual square (such as res_1 **2) in the displayed dialog box. A new variable will be generated after clicking [OK].

(3) Using the weighted least squares method (WLS), the weight can be set to 1/|e|. Just do a weighted least squares regression.

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