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Can someone explain why heteroskedasticity is a problem only in multi-regressions and not single reg?


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I believe that it’s a problem in each.

Simplify the complicated side; don't complify the simplicated side.

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I suggest to check out economist Mark Thoma’s youtube channel. There are a few econometric courses, very fun to watch. 

S2000magician wrote:

I believe that it’s a problem in each.

You are correct. Homoskedasticity of the error term is an assumption in single and multiple regression.