Homoskedastic

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Homoskedastic

Describing a sequence of variables where each variable has the same or a very similar variance. Homoskedasticity is often assumed in statistics but is not always true. See also: Heteroskedastic.
References in periodicals archive ?
If we cannot reject the null hypothesis of homoskedasticity, then we have an additional argument that point shaving does not exist.
The diagnostic checks (3) for chosen variants of the regression equation (1) show that our data significantly violate the assumptions of autocorrelation and (groupwise) homoskedasticity.
45; Draper and Smith 1981), and improved the homoskedasticity and normality of model residuals, for both total urinary arsenic and urinary DMA.
Thus, the original assumption of homoskedasticity was rejected, i.
These models were subjected to several standard diagnostic tests, includ-ing no serial correlation, homoskedasticity and normal residuals, before being adopted.
5) Breusch-Godfrey indicators do not reveal autocorrelation problems in the regression, while the White test indicates no rejection of the homoskedasticity hypothesis.
Homoskedasticity is the square of the anticipated value of error term equals variance of all error terms taken collectively.
it] is assumed to be independent and homoskedastic across countries and time; in the two-step estimator, the residuals of the first step are used to consistently estimate the variance-covariance matrix of the residuals, relaxing the assumption of homoskedasticity.
The homoskedasticity assumption for multiple linear regression states that the variances of the unobservable error conditional on the explanatory variables is constant.
An initial test for homoskedasticity indicated non-constant variance [F.