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Alteryx Designer Ideas

Share your Designer product ideas - we're listening!
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Test for heteroscedasticity and Regression outputs incorporating Robust standard errors

It is important to be able to test for heteroscedasticity, so a tool for this test would be much appreciated.

 

In addition, I strongly believe the ability to calculate robust standard errors should be included as an option in existing regression tools, where applicable. This is a standard feature in most statistical analysis software packages.

 

Many thanks!

2 Comments

I've wondered about big data and heteroscadascity and apparently this post is the only one addressing.  Bias contained in a variable distributed very unevenly needs to be accounted for...somehow.

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Completely agree with this suggestion - robust standard errors are needed.  Breusch-Pagan and Whites test for heteroskedasticity would help too!