2016년 3월 26일 토요일

Koenker test

Test for Homoskedasticity

When the Koenker test is statistically significant,  it indicates relationships between some or all of your explanatory variables and your dependent variable are non-stationary
This means, for example( lm(calls ~ pop) ), that the population variable might be an important predictor of 911 call volumes in some locations of your study, but perhaps a weak predictor in other locations.(heteroskedasticity)
Whenever you notice that the Koenker test is statistically significant, it indicates you will likely improve model results by moving to Geographically Weighted Regression.

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