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Psychological Methods·· 2026-05-07AI 评分62

Psychological Methods:用分位数局部加权平滑区间量化线性模型中的异方差

Quantifying heteroscedasticity in linear models using quantile locally weighted scatterplot smoothing intervals.

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Psychological Methods 发表研究,提出用分位数局部加权散点平滑区间(QLI)量化线性模型中连续预测变量下的异方差。OLS 假设误差方差恒定,分类预测变量可用组间方差比衡量异方差,但连续预测变量此前缺乏可解释的量化指标;QLI 在残差周围构造区间,并估计该区间宽度随预测变量或拟合值变化的线性、二次、三次和四次趋势。

摘要

Ordinary least squares (OLS) estimation, which is frequently applied in psychology, assumes constant variance of errors across predictor levels. This assumption is known as homoscedasticity, whereas its violation is referred to as heteroscedasticity. In categorical predictors, heteroscedasticity can be quantified by calculating the ratio of variances across groups. For continuous predictors, diagnostic residual plots are often used to assess whether the assumption had been met, but there is currently no measure that can quantify the amount of heteroscedasticity in an interpretable way. In this study, we have developed and evaluated a measure that constructs a quantile locally weighted scatterplot smoothing interval (QLI) around the residuals and estimates the linear, quadratic, cubic, and quartic change in the width of this interval as a function of the predictor or the fitted values. Furthermore, we evaluated simple linear models under different patterns of heteroscedasticity in a simulation to provide benchmark values of QLI estimates associated with inadequate control over false-positive results, loss of power, and loss of coverage probability of confidence intervals. The QLI method provided consistent estimates of trends for models with 60 or more cases, and this was true across variance patterns. We discuss QLI-generated estimates in relation to performance of OLS linear models. Finally, we present an example of how to apply the QLI method to quantify heteroscedasticity and how to interpret the estimates it provides, focusing on the implications for the OLS analysis. (PsycInfo Database Record (c) 2026 APA, all rights reserved)

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来源:Psychological Methods · doi.org