heteroscedasticity
- noun
- /ˌhɛtərəˌskɛdəˈstɪsɪti/
- Specialized
:
heterocedasticidad
- However, the nature of the data led to heteroscedasticity as detected through the Breusch-Pagan and Koenker tests.
- heteroscedasticity model
Examples
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When heteroscedasticity is present, it may indicate that the variability of the outcome variable changes across levels of another variable.
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Appropriate corrections have been applied to address heteroscedasticity observed in the salary regressions.
Academic text (2017) -
Another purpose served by the function is that it tends to handle a common heteroscedasticity problem in land value studies.
Academic text (2017) -
As mentioned above, these tests of significance may not be reliable because of the problem of heteroscedasticity.
Academic text (1995) -
Heteroscedasticity is often present but rarely mentioned in many of the present nomograms.
Academic text (2017) -
However, there is no indication that tests have been conducted to address heteroscedasticity or outlier problems.
Academic text (2004) -
The signs are right, the pattern of results is consistent, there is no evidence of heteroscedasticity, and the parameters are of about the right magnitudes.
Academic text (1991) -
To remove the effects of heteroscedasticity, we report White's corrected p-values.
Academic text (2003) -
Therefore, the model is corrected for potential heteroscedasticity through estimation of the White covariance matrix.
Academic text (2001) -
With Rigdon's (1991) model, there is clear evidence of heteroscedasticity with respect to value and parcel size.
Academic text (2017)
Synonyms
29
5.7
The amount that something changes over time or between things
Different parts of something that are not the same throughout
How Variable
- Specialized
- Specialized
Surface Forms
Morphology
heteroscedasticity = heteroscedastic (opaque) = hetero + scedastic + ity
Although built from 'hetero-' (different) and a root meaning dispersion, the combining form 'scedastic' is technical and unfamiliar to general learners, so the adjective is not readily interpretable.
Etymology
Heteroscedasticity The word heteroscedasticity comes from hetero- meaning 'different' and scedastic meaning 'to scatter' or 'spread', the same idea as the everyday word 'scatter'. So, heteroscedasticity describes when how much the numbers spread out changes across the data instead of staying the same.