In a multiple regression model, if the residuals have a constant variance, which of the following should be evident?
A) The residual mean should be close to zero and the residual standard deviation should be close to 1.0.
B) The plot of residuals against each independent variable should show that the spread in the residuals is about the same at all levels of the independent variables.
C) The residuals should have a variance equal to zero for all levels of the independent variable.
D) All of these.
E) None of these.

Question

Quizplus · Accepted Answer

If the residuals have a constant variance, it means that there is no pattern to the spread of the residuals as the independent variables change. Therefore, the plot of residuals against each independent variable should show that the spread of the residuals is about the same at all levels of the independent variables. The residual mean and standard deviation are not necessarily relevant to the assumption of constant variance, and option C is incorrect as the variance of the residuals cannot be zero for all levels of the independent variable.

In a Multiple Regression Model, If the Residuals Have a Constant