Re: testing for homoscedasticity in SPSS?

Posted by Mike on Feb 22, 2018; 9:00pm
URL: http://spssx-discussion.165.s1.nabble.com/testing-for-homoscedasticity-in-SPSS-tp5735562p5735565.html

The PDF available below provides (I think) a nice overview of tests of

heteroskedasticity -- though available in Stata -- which might provide

some understanding of what the Breusch-Pagan and other tests do.

https://www3.nd.edu/~rwilliam/stats2/l25.pdf

The appendix provides info on how the calculations are done (one

could do the intermediate calculations in Stata to get the test statistics;

I think something similar can be done directly in ordinary SPSS).

HTH.

-Mike Palij

New York University

[hidden email]

On Thu, Feb 22, 2018 at 12:50 PM, Jon Peck <[hidden email]> wrote:

You could use the SPSSINC BREUSCH PAGAN extension command to test homoscedasticity.  It requires the R Essentials (and R) as explained on this page: https://developer.ibm.com/predictiveanalytics/downloads.

On Thu, Feb 22, 2018 at 9:49 AM, faiz rasool <[hidden email]> wrote:

Hi,

I have a dataset of around 1200 participants. The data is of research
on attitude   towards, and awareness of environmental issues, and
environmentally friendly behavior.

I’d like to perform multiple regressionon the data. The textbook I’m
following is Andy field’s discovering statistics using SPSS. I have
checked for assumptions of multiple regression, but there is one
assumption I’m having a difficulty checking. This assumption is the
assumption of homoscedasticity.  The book suggests using the residuals
plot to evaluate whether there is homoscedasticity. I’m blind, and I
cannot see the plot to decide how it looks. I have checked that there
is no standardized residual value above + or – 3.0. I was wondering
that is there any test available in SPSs like the cooks distance test
that can    give me a value that I can use to learn about the scatter
of the data.

Of course, I can show the data to someone who can see it for me, but
this is only possible in the next week, and I am hoping that if I can
check for myself, then, why wait. I’m  also a bit confused about how
robust is the assumption of homoscedasticity. incase the data do not
meats this assumption, will I have to use some other method instead of
multiple regression.

Regards,
Faiz.

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