Definition of "heteroskedasticity" [heteroskedasticity]

  • Alternative spelling of heteroscedasticity. (noun) : Text is available under the Creative Commons Attribution-ShareAlike License

Use "heteroskedasticity" in a sentence
  • "* For those who care about the statistical details: I could not use a general standard error because the estimates exhibited heteroskedasticity, which is an increase in error bars as the predictions get bigger."
  • "The data has much bigger variance in big-growth years than in little-growth years "heteroskedasticity" in this context - you oculd have this with normal distributions as well."
  • "If we adjust the standard errors for heteroskedasticity the t-statistic falls to -1.87 but the inference remains the same."