heteroscedasticity
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Heteroscedasticity — In statistics, a sequence or a vector of random variables is heteroskedastic, or heteroscedastic, if the random variables have different variances. The complementary concept is called homoskedasticity. The term means differing variance and comes… … Wikipedia
Heteroscedasticity-consistent standard errors — In statistics, a frequent assumption in linear regression is that the disturbances u i have the same variance. When this is not the case, we get heteroskedasticity in the estimated residuals scriptstylewidehat{u i} . Heteroskedasticity consistent … Wikipedia
heteroscedasticity — Non constancy of the variance of a measure over the levels of the factor under study. [hetero + G. skedastikos, pertaining to scattering, fr. skedannumi, to scatter] * * * het·ero·sce·das·tic·i·ty (het″ər o skə das tisґĭ te)… … Medical dictionary
Autoregressive Conditional Heteroscedasticity — ⇡ ARCH … Lexikon der Economics
General Autoregressive Conditional Heteroscedasticity — ⇡ GARCH … Lexikon der Economics
Linear regression — Example of simple linear regression, which has one independent variable In statistics, linear regression is an approach to modeling the relationship between a scalar variable y and one or more explanatory variables denoted X. The case of one… … Wikipedia
Breusch-Pagan test — In statistics, the Breusch Pagan test is used to test for heteroscedasticity in a linear regression model. It tests whether the estimated variance of the residuals from a regression are dependent on the values of the independent variables.Suppose … Wikipedia
Ordinary least squares — This article is about the statistical properties of unweighted linear regression analysis. For more general regression analysis, see regression analysis. For linear regression on a single variable, see simple linear regression. For the… … Wikipedia
List of statistics topics — Please add any Wikipedia articles related to statistics that are not already on this list.The Related changes link in the margin of this page (below search) leads to a list of the most recent changes to the articles listed below. To see the most… … Wikipedia
Homoscedasticity — Plot with random data showing homoscedasticity. In statistics, a sequence or a vector of random variables is homoscedastic ( … Wikipedia
