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        • Term
          • heteroskedasticity
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        • Definition(s)
          • In statistics, heteroskedasticity (or heteroscedasticity) happens when the standard errors of a variable, monitored over a specific amount of time, are non-constant. With heteroskedasticity, the tell-tale sign upon visual inspection of the residual errors is that they will tend to fan out over time Investopedia
        • Example sentence(s)
          • Most real world data will probably be heteroskedastic. However, one can still use ordinary least squares without correcting for heteroskedasticity because if the sample size is large enough, the variance of the least squares estimator may still be sufficiently small to obtain precise estimates. - Methods for Detecting and Resolving... by
          • Heteroskedasticity can also occur if there are subpopulation differences or other interaction effects (e.g. the effect of income on expenditures differs for whites and blacks). (Again, the problem arises from violation of the assumption that no such differences exist or have already been incorporated into the model.) - Richard Williams, Univ. of Notre Dame by
          • If heteroskedasticity does not cause bias or inconsistency in he OLS estimators, why did we introduce it as one of the Gauss-Markov assumptions? - Hedibert by
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    • Albanian
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        • Term
          • heteroskedasticiteti
        • Additional fields of expertise
        • Definition(s)
          • If with the increase of XI the corresponding variation will change, a situation known in econometrics as heteroskedasticity will happen. One of the assumptions of regressive econometric analysis is that the error dispersion for each observation is constant. We say differently is the condition of the same depression or homoskedaticity. if this condition is not met then the condition of heteroskedasticity is obtained. Econometry study - by Denis Haska
        • Example sentence(s)
          • Por në të njëjtën kohë, kjo thjeshtësi në dukje shpesh shkakton gabime të shumta ekonometrike,sepse aplikimi i këtyre metodave nuk garanton që personi që kryen analizën ka njohuri mbi çështjet ekonometrike që lidhen me këtë analizë. Kështu probleme si specifikimet, neglizhimi i parametrave, heteroskedasticiteti, dhe multikolineariteti shpesh nuk trajtohen siç duhet. Për më tepër, nevoja për të përcaktuar formën më të përshtatshme të ekuacioneve përkryrjen e analizës mund të jetë e diskutueshme. - Infrastruktura.gov.al by Denis Haska
          • Diferencimi i të dhënave minimizon autokorrelacionin dhe heteroskedasticitetin, duke përmirësuar kështu mundësitë e konkluzionit statistikor të saktë por, gjithashtu reduktohet madhësia absolute e ndryshueshmërisë ndër-grup, duke bërë që efektet fikse të zhduken. - Bank of Albania by Denis Haska
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    • Korean
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        • Term
          • 이분산성, 이분성
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          • 모수 추정치의 통계량들이 동일하지 않은 분산을 가지는 성질. 국어사전 - by Alice
        • Example sentence(s)
          • 금융에서 조건부의 이분산성은 주식과 본드의 가격에서 종종 보인다. 이러한 자본들의 변동성의 수준은 어떤 기간에 걸쳐도 예측될 수 없다. 무조건적 이분산성은 전력 사용과 같이 알아볼 수 있는 계절적인 변동성을 갖고 있는 변수를 논할 때 쓰일 수 있다. - 매일경제 by Alice
          • plot에서 깔대기 모양의 그림을 볼 수 있습니다. 이 모양은 Heteroskedasticity(이분산성)를 나타냅니다. 오차항에서 변화하는(non-constant) 분산이 나타나면 이분산성이 생깁니다. 그림에서 오차항의 변동이 일정하지 않음을 분명히 알 수 있습니다. - 이웃집과학자 by Alice
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