Variance homogeneity in interactive regression: A clarifying note about data transformations.
指出Stone和Hollenbeck(1989)使用的数据变换基于错误前提,即误将回归中的方差齐性等同于子组方差相等;实际上子组方差可能因主效应和交互效应而合理不同,该变换会无意中移除真实效应。
A data transformation recently used by Stone and Hollenbeck (1989) is based on a faulty premise and should not be considered in future analyses.Specifically, these authors mistakenly equate the homoscedasticity assumption in regression analysis with the notion that subgroup variances need to be equal.We demonstrate that subgroup variances in regression can be legitimately different, owing to true main effects and interactions in the data.Therefore, any transformation addressing these differential subgroup variances may unwittingly remove true effects of the independent variables.