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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Homoskedastic

References in periodicals archive ?

The assumptions of logit model are relaxed progressively in the heteroscedastic, probit, and mixed-logit models.

Discrete choice model of agricultural shipper's mode choice

Duncan, Estimating heteroscedastic variance in linear models.

Maximum likelihood and restricted likelihood solutions in multiple-method studies

which shows that an additional term is needed in the regression, especially if the random error [epsilon] is heteroscedastic or time-variable.

Jensen's inequality in finance

Parametric ANCOVA and the rank transform ANCOVA when the data are conditionally non-normal and heteroscedastic. J.

Zebra mussels (Dreissena polymorpha) attached to native mussels (unionidae) or inanimate substrates: comparison of physiological rates and biochemical composition

However, using hypothesis tests on data that are skewed, contain outliers, are heteroscedastic, or have a combination of these characteristics (raw RT data typically have at least the first two) reduces the power of these tests and can result in a failure to detect a real difference between conditions (Wilcox, 1998).

Effective analysis of reaction time data

--Heteroscedastic ordered probit: The ordered probit imposes an equal variance in residual happiness, whereas the heteroscedastic ordered probit allows both the mean and the variance of happiness to vary by country-year.

Economic growth and happiness

To segregate the effect of inputs on mean and variance of output, a heteroscedastic production function featuring flexible risk effects is suggested; where the variance of the stochastic error term is allowed to vary with levels of managed inputs [Just and Pope (1978, 1979); Anderson and Griffiths (1981)].

Quantifying the extent and nature of risk in alternative cropping patterns in Claveria, Philippines

However, none of the outcome variables were normally distributed, and variance of the error term was not constant (i.e., heteroscedastic), so all models were estimated by using the Huber--White covariance matrix (15).

Costs of surgical site infections that appear after hospital discharge

Estimation of heteroscedastic variances in linear models.

Multilocation annual ryegrass cultivar performance over a twelve-year period

"Robust Estimation in Heteroscedastic Linear Models." Annals of Statistics, 10(2): 429-441.