r - How to detect Heteroscedasticity in Random Foreest Model? -


i working on regression model in random forest, want judge whether there heteroscedasticity in model or not?

when developing linear model can see there heteroscedasticity , curve looks below graph, want check similar residual plot random forest model.

i working in r.

it's expense model basis income,branch,totalfamilymember

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we can recreate plot residuals predicted values:

#using regression example ?randomforest ozone.rf <- randomforest(ozone ~ ., data=airq, mtry=3,                          importance=true)  #find residuals subtracting predicted acutal values err <- ozone.rf$predicted - airq$ozone  #make data frame holding residuals , fitted values df <- data.frame(residuals=err, fitted.values=ozone.rf$predicted)  #sort data fitted values df2 <- df[order(df$fitted.values),]  #create plot plot(residuals~fitted.values, data=df2)  #add origin line @ (0,0) grey color #8 abline(0,0, col=8)  #add same smoothing line lm regression color red #2 lines(lowess(df2$fitted.values, df2$residuals), col=2) 

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update

there easier way. realized plot regression of residuals , fitted values, therefore gives same output:

fitted.values <- ozone.rf$predicted residuals <- fitted.values - ozone.rf$y plot(lm(residuals ~ fitted.values), which=1) 

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