Hello,

In statistics, heteroskedasticity (or heteroscedasticity) happens when the standard deviations of a predicted variable, monitored over different values of an independent variable or as related to prior time periods, are non-constant.

There are three primary ways to test for heteroskedasticity. You can check it visually for cone-shaped data, use the simple Breusch-Pagan test for normally distributed data, or you can use the White test as a general model.

Thank you.

Hello aspirant ,

I hope you are fine. As per your mentioned query, heteroscedasticity in statistics happened when the standard deviations of a predicted variables, monitored over different value of an independent variable or as related to prior time periods , non constant.

There are several methods by which the presence of  heteroscedasticity can be tested. The most widely used test for heteroscedasticity is the Breusch - pagan test . This test uses multiple linear regression , where the outcome variable is the squares residuals. The predictors are the same predictor variable as used in the original mode.

I hope this will be helpful for you.

Revert back for further queries.

Good wishes !!