mike wrote:
> 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?
The residuals since the assumptions rest on them. You can view the model as a
filter that removes the systematic (explainable) variation in the original data.
If the model is appropriate you should be left with a set of independent and
identically distributed (IID) residuals. I'm not sure about SAS procedure but
look for Levene's test or, if the normaility assumption is satisfied, Bartlett's
test may be appropriate. There are probably other homogeneity of variance tests
available in SAS as well.
>
> 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
--
Dr Graeme Byrne
La Trobe University, Bendigo
PO Box 199, Bendigo, 3552
Phone: 61 3 5444 7263
Fax: 61 3 5444 7998
[EMAIL PROTECTED]
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