heteroscedastic


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Related to heteroscedastic: Homoscedastic

heteroscedastic

(ˌhɛtərəʊskɪˈdæstɪk)
adj
1. (Statistics) (of several distributions) having different variances
2. (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. (Statistics) (of a random variable) having different variances for different values of the others in a multivariate distribution
[C20: from hetero- + scedastic, from Greek skedasis a scattering, dispersal]
heteroscedasticity n
Translations
eteroschedastico
References in periodicals archive ?
Because under this specification the ordinary model is a restricted version of the heteroscedastic model, it is possible to test for heteroscedasticity using a likelihood ratio test.
Due to the theoretically heteroscedastic nature of the error term [V.
Much of the data were highly heteroscedastic and so were transformed to meet the assumptions of ANOVA.
Empirical evidence also suggested that the error terms of the estimating equations are likely to be heteroscedastic.
Reproductive allocation data remained heteroscedastic [determined by Cochran's test (Winer et al.
Both raw and arcsine-transformed food habits data (percentage) were non-normally distributed with heteroscedastic variances.
For regressions testing between [Delta]ppi and either [Delta]m3 or [Delta]l, residuals were both non-normally distributed and heteroscedastic.
This model allowed for errors to be (1) serially correlated (in AGL this is country-specific), (2) heteroscedastic (country-specific and time-independent), and (3) contemporaneously correlated (across countries).
As an alternative, Dueker (1993) generates forecasts of base velocity with a time-varying coefficient (TVC) regression model with heteroscedastic errors.
16) The estimation procedure employed corrects for heteroscedastic and autoregressive components in the errors.
2] and the OLS linear versions are highly heteroscedastic.
The Parks transformed regression model adjusts for heteroscedastic disturbances.