本論文是在討論迴歸分析中常用的一個工具-模型診斷，它常被拿來檢視是否符合迴歸基本假設：常態分配，變異數的一致性以及資料的獨立性。若不滿足變異數一致性時，依照以往大多是看殘差圖決定做什麼動作，是否有個檢定統計量來做檢查，以及是否能找到一個方法來解決。本篇論文將提供數個SAS MACRO程式用作分析，並討論在實務上所會面對的問題以及可能的解決方案。

This paper is to discuss a tool usually used in regression-model of diagnosis, it often used to view whether the return to the basic assumptions; normal distribution, constant variance, and data independence. If it not meets the constant variance in accordance with past, most of all figure tell a story, whether a test statistic to the inspection, and whether they could find a way to solve the problem, so this paper will use several SAS MACRO programs to analyze, and discuss the problems faced in practice as well as possible solutions

目錄
	致謝詞
	中文摘要
	英文摘要
1	緒論	                                      1
1.1	背景動機	                                      1
1.2	研究目的	                                      1
2	文獻探討                                       	1
2.1	檢定變異數一致性的檢定統計量	                   1
2.1.1	巴特利特檢定法(Bartlett’s Test)	         1
2.1.2	列文檢定法(Levene’s Test)	                   2
2.1.3	布郎和福賽斯檢定法(Brown and Forsythe Test)(改善列文檢定法Levene’s Test)	                             3
2.1.4	奧布萊恩檢定法(O’Brien Test)	          4
2.1.5	庫克-韋斯伯格檢定(Cook-Weisberg Test) 或布盧斯-帕甘檢定(Breush-Pagan Test)	                             4
2.1.6	比克爾檢定(Bickel’s Test)              	5
2.2	研究方法	                                       6
2.2.1	對應變數做轉換：巴克斯考克式方法(Box-Cox method)	                                                6
2.2.2	對自變數做轉換：巴克斯銻威爾方法(Box-Tidwell method)	                                               7
2.2.3	加權最小平方法(Weighted Least Squares Method)  8
2.3	程式介紹	                                      9
3	研究資料及分析	                            12
3.1	例子一	                                      12
3.2	例子二	                                      27
3.3	例子三	                                      44
4	結論	                                      52
5	參考文獻                                       53

i.	Bartlett, M. S. (1937). "Properties of sufficiency and statistical tests". Proceedings of the Royal Statistical Society, Series A 160, 268–282 JSTOR 96803
ii.	Bickel, Peter J. (1978). "Using Residuals Robustly I: Tests for Heteroscedasticity", Nonlinearity. Ann. Statist. 6, 266-2912
iii.	Brown, Morton B. and Forsythe, Alan B. (1974), "Robust Tests for Equality of Variances", Journal of the American Statistical Association, 69, 364–367
iv.	Box, G. E. P. & Cox, D. R. (1964). "An analysis of transformations", Journal of the Royal Statistical Society, Series B, 26, 211-252.
v.	Box, G. E. P. & Tidwell, Paul W. (1962). "Transformation of the Independent Variables, " Technometrics, Vol. 4, No. 4 (Nov., 1962), pp. 531-550
vi.	Cook, R. Dennis & Wesberg, Sanford. "Diagnostics for Heteroscedasticity in Regression"Biometrika", Vol. 70, No. 1 ( Apr. 1983), 1 – 10.
vii.	Levene, Howard (1960). "Robust tests for equality of variances". In Ingram Olkin, Harold Hotelling, et alia. Stanford University Press. pp. 278–29
viii.	Wang, Kui-Jang. (2011). "SAS Macro Programs - Used for Regression Analysis"