Heteroskedacity and R squared

[archived_user]

can we say that if we are trying to understand heteroskedacity one thing that may appear is that our R squared may result higher than it should be?

 

[archived_user]

I looked at the Wikipedia article on heteroscedasticity and it didn’t mention an effect on R2.
Therefore, I doubt that there’s an effect.
By the way, that is the sort of research you should strive to be able to do, rather than simply asking someone else for the answer.

 

[archived_user]

exactly because it didnt mention anything that i was wondering if it was possible that it did have an effect and maybe because I did my research and wasnt able to find an answer that I have asked the question
What i was wondering is that R squared= (SST- SSE)/SST
Given that SSE goes down due to heteroskedacity, the whole numerator goes up resulting in a bigger explanation of the whole variation in the model.
Maybe I am just overthinking.
Sorry magician

 

[archived_user]

No need to apologize.
Heteroscedasticity will affect SST and SSE.
However, if it’s not in the curriculum, I suggest that you don’t worry about it. There’s enough there already.