Definition of Heteroscedastic. Meaning of Heteroscedastic. Synonyms of Heteroscedastic

- known as homogeneity of variance. The complementary notion is called heteroscedasticity, also known as heterogeneity of variance. The spellings homoskedasticity...
- heteroscedasticity. In the homoscedastic model, it is ****umed that the variance of the error term is constant for all values of x. Heteroscedasticity...
- equivalent to the temporal generalized autoregressive conditional heteroscedasticity (GARCH) models. In contrast to the temporal ARCH model, in which the...
- The quantile regression loss needs to be adapted in the presence of heteroscedastic errors in order to be efficient. Numerous statistical software packages...
- regression with heteroscedastic errors Generalized least squares, used for ****ing linear regression with correlated and/or heteroscedastic errors Simple...
- autocorrelation; that is, the error terms are correlated over time. The heteroscedastic consistent estimator of the error covariance is constructed from a...
- Glejser test for heteroscedasticity, developed in 1969 by Herbert Glejser, is a statistical test, which regresses the residuals on the explanatory variable...
- or curvature. Formal tests can also be used; see Heteroscedasticity. The presence of heteroscedasticity will result in an overall "average" estimate of...
- major motivations. Firstly, beta-distributed variables are usually heteroscedastic of a form where the scatter is greater closer to the mean value and...
- regression in which knowledge of the unequal variance of observations (heteroscedasticity) is incorporated into the regression. WLS is also a specialization...