Heteroskedastic

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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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Diagnostics for heteroskedasticity in regression models are essential because heteroskedasticity leads to inefficient parameter and covariance-matrix estimates.
16) For both the total player and total innings movement we report white heteroskedasticity-consistent standard errors, for both of these ARCH tests failed to reject the presence of heteroskedasticity.
Panel data are used for increasing observation number, enhancing freedom degree, decreasing heteroskedasticity and studying changes dynamics.
Estimated coefficients and standard errors robust to heteroskedasticity (in parentheses), concerning model of Equation 1, are presented.
1986, "Generalized Autoregressive Conditional Heteroskedasticity," Journal of Econometrics 31(3), 307-327.
Residual plots and diagnostic checks are performed mainly to identify influential outlying observation, multicollinearity, heteroskedasticity, etc.
Mishra and Rahman (2010) examined the dynamics of stock market returns volatility of India and Japan using the Threshold Generalized Autoregressive Conditional Heteroskedasticity (TGARCH-M) model.
Engle, "Autoregressive Conditional Heteroskedasticity with Estimates of the Variance of United Kingdom Inflation," Econometrica 50 (4) (1982): 987-1007; Tim Bollerslev, "Generalized autoregressive conditional heteroskedasticity," Journal of Econometrics 31 (1986): 307-327; Steven J.
To check this problem we checked for problem of heteroskedasticity through LM statistic.
chi square] NORM is for normality test, [chi square] SERIAL for LM serial correlation test, [chi square] ARCH for autoregressive conditional heteroskedasticity, [chi square] WHITE for white heteroskedasticity and [chi square] REMSAY for Resay Reset test.
White heteroskedasticity test (cross terms) and Breusch--Godfrey Serial Correlation LM test are carried out once more for the new model.
The existence of heteroskedasticity was checked using the White Test (see Table 4).