Regression 5 Categorical regressors Quality parameters
Channel: Алексей Ротмистров
Date: 16/12/2017

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Homoscedasticity means that residuals do not vary from one regressor's value to another. That is why there are a lot of methods grasping homoscedasticity by measuring association or correlation between each regressor and a dependent variable. I think that one of the most relevant and exhaustive methods for examing homoscedasticity is AnOVa, because it doesn't depend on a functional link's shape, meanwhile many other analogs depend. In my case, although some regressors influence on the response, the cumulative influence is negligibly small because AnOVa's R-squared is roughly zero.