[R] Heteroscedasticity Plots

[Michael Friendly]

car::spreadLevelPlot is designed for just this purpose.

Something similar is one of the plots produced by plot(lm(...))

HTH

On 2/6/2013 9:42 AM, N. Janz wrote:
> To detect heteroscedasticity for a multiple linear OLS regression (no
> time dependencies):
>
> What if the residuals vs. fitted values plot shows well behaved
> residuals (cloud) - but the some of the x versus residuals plots are a
> megaphone?
>
> Also, it seems that textbooks and internet tutorials in R do not agree
> what is the best plot for detecting heteroscedasticity. What do you use?
>
> I found so far:
>
> - Y vs X
>
> - Res vs X
>
> - Res vs Fitted Y
>
> - Partial regression plot
>
>
> and lots of standardized/studentized/partial plots.
>
> Thank you very much in advance!
>
> Nicole
>
> -
> Nicole Janz, PhD Cand.
>
> Lecturer at Social Sciences Research Methods Centre 2012/13
>
> University of Cambridge
>
> Department of Politics and International Studies
>
> www.nicolejanz.de | nj248 at cam.ac.uk | Mobile: +44 (0) 7905 70 1 69 4
>
> Skype: nicole.janz
>


-- 
Michael Friendly     Email: friendly AT yorku DOT ca
Professor, Psychology Dept. & Chair, Quantitative Methods
York University      Voice: 416 736-2100 x66249 Fax: 416 736-5814
4700 Keele Street    Web:   http://www.datavis.ca
Toronto, ONT  M3J 1P3 CANADA