What do you mean by a distribution is homoscedastic (ie, &#x03C3;<!-- σ --> ( Y | X

Kendall Oneill

Kendall Oneill

Answered question

2022-05-08

What do you mean by a distribution is homoscedastic (ie, σ ( Y | X = x ) = σ) in the context of simple linear regression? Why do we need this assumption in simple linear regression? What will happen to the regession if a distribution is not homoscedastic?

Answer & Explanation

Corinne Choi

Corinne Choi

Beginner2022-05-09Added 15 answers

Homoscedasticity means that the variance is constant and does not depend on your parameter, in this case X. If the dependent parameter, Y, was not homoscedastic with X then it would skew the results when performing ordinary linear regression.

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