Scatter-plot diagnostics for heteroscedasticity¶
Source: man/performScatterDiagnostic.Rd · Help: ?performScatterDiagnostic
Computes correlations between absolute residuals and selected variables.
Usage¶
Arguments¶
model- an object of class
lm. data- data frame used to fit
model. vars- character vector of variable names.
Value¶
A named numeric vector of correlations.
Details¶
High correlations suggest increasing spread with the explanatory variables and motivate variance-stabilizing transformations.
References¶
Cleveland, W. S. (1979). Robust locally weighted regression and smoothing scatterplots. Journal of the American Statistical Association, 74(368), 829–836.