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heteroscedastic |
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heteroscedastic [ˌhɛtərəʊskɪˈdæstɪk] adj Statistics 1. (Mathematics & Measurements / Statistics) (of several distributions) having different variances 2. (Mathematics & Measurements / Statistics) (of a bivariate or multivariate distribution) not having any variable whose variance is the same for all values of the other or others 3. (Mathematics & Measurements / Statistics) (of a random variable) having different variances for different values of the others in a multivariate distribution Compare homoscedastic [from hetero- + scedastic, from Greek skedasis a scattering, dispersal] heteroscedasticity [ˌhɛtərəʊskɪdæsˈtɪsɪtɪ] n How to thank TFD for its existence? Tell a friend about us, add a link to this page, add the site to iGoogle, or visit webmaster's page for free fun content. |
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A limited-information estimator for LISREL models with or without heteroscedastic errors. Estimates of standard errors using standard methods tend to underestimate the standard error when errors are heteroscedastic (that is, when errors do not have a common variance). Rukhin, Maximum-likelihood analysis for heteroscedastic one-way random effects ANOYA in interlaboratory studies, Biometrics 55 (1), 129-136 (1999). |
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