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很内向吃饱了也不说一直吃 · 2025年04月10日

条件异方差的图

NO.PZ2023040502000020

问题如下:


Interpreting the graph, Reyes states:

"The presence of heteroskedasticity is indicated when there is a systematic relationship between the values of residuals and the independent variable. It is difficult to see such a systematic relationship in Exhibit 2. Therefore, heteroskedasticity does not appear to be a problem in this regression."

Reyes' interpretation of the graph in Exhibit 2 is best described as:

选项:

A.

correct

B.

incorrect because the effects of heteroskedasticity are, in a regression such as this one, hidden by the negative slope of the regression line

C.

incorrect because heteroskedasticity is indicated when there is not a systematic relationship between the residuals and the independent variable

解释:

The presence of heteroskedasticity is indicated when a systematic relationship exists between the residuals and the independent variable. It is difficult to see such a systematic relationship in Exhibit 2. Therefore, heteroskedasticity does not appear to be a problem in this regression.

老师好,有两个问题请教一下:

1.判断是否存在条件异方差,我理解的是:图里的横轴是否应该为自变量,纵轴是方差。如果图里没有呈现明显趋势说明不存在条件异方差现象。这样理解对吗?

那么这道题图里的横轴和纵轴分别是解释变量X和被解释变量Y?我做题的时候以为问题出在横纵轴上,就是这样判断错的。

2.有一些常见的违反假设情形的散点图、QQ图啥的以及通过图判断是否存在问题一直容易做错,能麻烦老师通过图举例总结一下吗?谢谢!

1 个答案

品职助教_七七 · 2025年04月10日

​你提到的这种完美的异方差图在实际题目中非常少见。本题的图像和横纵轴反而是更常见的形式。这种情况下,判断是否存在条件异方差的方法是看散点和直线之间的距离,这就是残差。本题的散点非常散乱。说明残差大小和波动没有规律。波动没有规律就说明不存在异方差。 考试中出现图像的情况很少。可以参照经典题中的图像题,基本上涵盖了主要考点。

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