lrasm.homoscedasticity_tst

Module Contents

Functions

homoscedasticity_test(X, y, threshold=0.05)

This function recieves a linear regression model and outputs a
lrasm.homoscedasticity_tst.homoscedasticity_test(X, y, threshold=0.05)[source]

This function recieves a linear regression model and outputs a scatter plot figure of residuals plotted against fitted values. It prints a statement indicating the results of the homoscedasticity test and outputs a dataframe containing spearman correlation coefficients between the absolute residuals and the fitted y values.

Parameters

  • X (pd.Dataframe) – Dataframe containing exploratory variable data

  • y (pd.series) – Dataframe containing response variable data

Returns

Scatter plot of residuals plotted against fitted values

Return type

pd.DataFrame

Examples

>>> homoscedasticity_test(X_train, y_train)
>>>
>>> correlation_coefficient p_value
>>>                   0.038   0.427