- of an
algorithm that ****umes
homoscedasticity is Fisher's
linear discriminant analysis. The
concept of
homoscedasticity can be
applied to distributions...
- similar." (page 763)
ANOVA ****umes
homoscedasticity, but it is robust. The
statistical test for
homoscedasticity (the F-test) is not robust.
Moore &...
-
Carlos M.; Bera, Anil K. (1980). "Efficient
tests for normality,
homoscedasticity and
serial independence of
regression residuals".
Economics Letters...
-
studied to
several degrees of complexity. For example,
considerations of
homoscedasticity examine how much the
variability of data-values
changes throughout...
- of
these tests are
conducted to test the
underlying ****umption of
homoscedasticity (i.e.
homogeneity of variance), as a
preliminary step to
testing for...
- po****tion
variances are
equal (called
homogeneity of
variance or
homoscedasticity). If the
resulting p-value of Levene's test is less than some significance...
- If all of the
residuals are equal, or do not fan out, they
exhibit homoscedasticity. However, a
terminological difference arises in the
expression mean...
- efficient. It is
customary to
split this ****umption into two parts:
Homoscedasticity: E[ εi2 | X ] = σ2,
which means that the
error term has the same variance...
-
discriminant analysis (QDA). LDA
instead makes the
additional simplifying homoscedasticity ****umption (i.e. that the
class covariances are identical, so Σ 0 =...
- Bartlett's test,
named after Maurice Stevenson Bartlett, is used to test
homoscedasticity, that is, if
multiple samples are from po****tions with
equal variances...
