In https://www.researchgate.net/publication/333642828_Estimating_the_Coefficient_of_Heteroscedasticity there are examples where the data indicated heteroscedasticity at some level, for regression of form y = y* + e, which can be studied using https://www.researchgate.net/publication/333659087_Tool_for_estimating_coefficient_of_heteroscedasticityxlsx.
Can you provide any other such example, as the ones in the first link?
Thank you.
I think this could be
helpful. https://statisticsbyjim.com/regression/heteroscedasticity-regression/
Thanks, but actually no, that's just an introduction to heteroscedasticity in regression, though Jim Frost does provide a nice resource in general. On his associated blog, I have some entries which might help explain the above further.
The idea here is to use the coefficient of heteroscedasticity.
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