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Tutorial on Heteroskedasticity using HeteroskedasticityV3 SPSS macro

Research output: Contribution to Journal/MagazineJournal articlepeer-review

Published
<mark>Journal publication date</mark>25/12/2020
<mark>Journal</mark>The Quantitative Methods for Psychology
Issue number5
Volume16
Number of pages13
Pages (from-to)8-20
Publication StatusPublished
<mark>Original language</mark>English

Abstract

In this paper, I demonstrate how to assess the heteroskedasticity problems in cross-sectional studies that use linear regression models using my HeteroskedasticityV3 SPSS macro. I present two illustrative examples inspired from real research. This paper also provides the annotations of the macro outputs. In my classroom demonstrations, students were asked to analyse data sets used in this paper and discuss their regression results with and without implementing robust standard errors. The merits of checking for the presence of heteroskedasticity prior to adjusting robust standard errors were also discussed in class.