First, I'd like to thank all who responded to my first post concerning
normality and regression analysis. However, now this leads me to my next
question.
The error terms in the regression model are required to have normal
distributions with constant variance. I understand how to test for
normality in SAS, but how do you test for homogeneity of variances in SAS?
Do you test the residuals or the orginial data for homogeneity of variance?
I have looked at the SAS manual and there is a test for homogeneity of
variance for Proc GLM using the Means statement. However, this doesn't seem
to be the same as looking at the variance of a linear regression (does
variance increase, decrease, or stay the same with increasing X values).
Any suggestions?
Thanks again. Mike
===========================================================================
This list is open to everyone. Occasionally, less thoughtful
people send inappropriate messages. Please DO NOT COMPLAIN TO
THE POSTMASTER about these messages because the postmaster has no
way of controlling them, and excessive complaints will result in
termination of the list.
For information about this list, including information about the
problem of inappropriate messages and information about how to
unsubscribe, please see the web page at
http://jse.stat.ncsu.edu/
===========================================================================
