car::spreadLevelPlot is designed for just this purpose.
Something similar is one of the plots produced by plot(lm(...))
HTH
On 2/6/2013 9:42 AM, N. Janz wrote:> To detect heteroscedasticity for a multiple linear OLS regression (no
> time dependencies):
>
> What if the residuals vs. fitted values plot shows well behaved
> residuals (cloud) - but the some of the x versus residuals plots are a
> megaphone?
>
> Also, it seems that textbooks and internet tutorials in R do not agree
> what is the best plot for detecting heteroscedasticity. What do you use?
>
> I found so far:
>
> - Y vs X
>
> - Res vs X
>
> - Res vs Fitted Y
>
> - Partial regression plot
>
>
> and lots of standardized/studentized/partial plots.
>
> Thank you very much in advance!
>
> Nicole
>
> -
> Nicole Janz, PhD Cand.
>
> Lecturer at Social Sciences Research Methods Centre 2012/13
>
> University of Cambridge
>
> Department of Politics and International Studies
>
> www.nicolejanz.de | nj248 at cam.ac.uk | Mobile: +44 (0) 7905 70 1 69 4
>
> Skype: nicole.janz
>
--
Michael Friendly Email: friendly AT yorku DOT ca
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