Difference between revisions of "R reg diag"
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When estimating regression models you will usually want to undertake some diagnostic testing | When estimating regression models you will usually want to undertake some diagnostic testing | ||
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| + | = Heteroskedasticity = | ||
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| + | One of the Gauss-Markov assumption is that the variance of the regression error terms is constant. | ||
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| + | = Autocorrelation = | ||
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| + | = Residual Normality = | ||
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| + | = Structural Break = | ||
Revision as of 16:33, 13 April 2015
When estimating regression models you will usually want to undertake some diagnostic testing
Heteroskedasticity
One of the Gauss-Markov assumption is that the variance of the regression error terms is constant.
