Heteroskedastic

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Related to Heteroscedastic: Homoscedastic

Heteroskedastic

A sequence of variables in which each variable has a different variance. Heteroskedastics may be used to measure the margin of the error between predicted and actual data. See also: ARCH.
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Baum (2001) proposed a more powerful version of this test (under the null that the error process is homoscedastic across the panel or heteroscedastic across countries and there is serial dependence in the disturbances).
Estimating economic relationships in logarithms can lead to significantly biased estimates in the presence of heteroscedastic error terms.
The 95% LoA analyses for the PAtracker and daily PA log for the body positions of standing and running were heteroscedastic (Table 2).
The number of live abalone, number of dead abalone shells, and number of predators were heteroscedastic with nonnormal distributions, so a log(y + 1) was applied to meet the assumptions of a parametric ANOVA (Sokal & Rohlf 1995).
To overcome the limitations of the logit model, we introduced heteroscedastic extreme value, probit and mixed-logit model.
Nam, 2008, Asymmetric and Leptokurtic Distribution for Heteroscedastic Asset Returns: The SU-Normal Distribution, Journal of Empirical Finance, 15(1):41-63.
It is not possible to determine whether response variances are homoscedastic (constant) or heteroscedastic (not constant) in unreplicated data sets, and few degrees of freedom may be available for statistical testing after curve fitting and outlier detection.
A Conditional Heteroscedastic Model for Speculative Prices and Rates of Return.
Homogeneity of variances was examined before the analysis using Levene's test, and heteroscedastic data were log-transformed.
The mean values of the 17 chemistry parameters of water at the type A and type B sites were compared statistically using a one-way ANOVA when the variance was homoscedastic and using a rank sum test when the variance was heteroscedastic.
The parameters estimates from the fixed effect heteroscedastic SFM model are also reported in column 4 and 5 of Table 4.
We applied the Jarque-Bera test of normality and used White's heteroscedastic consistent covariance matrix to produce the standard errors and t-values of the regressions.