Definitions
from Wiktionary, Creative Commons Attribution/Share-Alike License.
- noun statistics The property of a
series ofrandom variables of not every variable having the samefinite variance
Etymologies
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Examples
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Should have told the student to change their study to embrace the heteroscedasticity in the data-- maybe some hypotheses about the differences in rate of absorption of syrup by pancakes, crepes, and waffles.
I am in a bad, bad mood. Angry Professor 2008
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The histograms of calibration residuals were examined for possible heteroscedasticity, but were found to pass a chi2 test for gaussian characteristics at reasonably high levels of significance NH, 95% level; NINO3, 99% level.
MBH-style Tests for Normality and Whiteness « Climate Audit 2006
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The histograms of calibration residuals were examined for possible heteroscedasticity, but were found to pass a x2 test for gaussian characteristics at reasonably high levels of significance NH, 95% level; NINO3, 99% level.
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Thus, the here presented procedure works well under biologically realistic scenarios of unbalanced group sizes, non-normality and heteroscedasticity.
Elites TV PLoS ONE 2010
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Thus, the here presented procedure works well under biologically realistic scenarios of unbalanced group sizes, non-normality and heteroscedasticity.
Elites TV PLoS ONE 2010
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I wonder how the mainstream econometric economist comments this data: That heteroscedasticity has suddenly soared?
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However, they fail to reject the null of no correlation (or heteroscedasticity) within countries.
RealClimate 2009
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The procedure does not just correct for heteroscedasticity.
RealClimate 2009
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The procedure does not just correct for heteroscedasticity.
RealClimate 2009
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ProudCapitalist: I wonder how the mainstream econometric economist comments this data: That heteroscedasticity has su ... jb1122: Current: Robert Murphy refuted this piece in november, do a blog search for it. ...
dhuber commented on the word heteroscedasticity
...uneven variances between variables.
A bad thing to have if you are trying to meet the assumptions of certain parametric tests. But, this can be overcome by transforming your data in an appropriate manner.
November 15, 2007
sionnach commented on the word heteroscedasticity
This word appeared in my dissertation title, much to my mother's chagrin. Ah .... sweet memories.
July 21, 2008
jmjarmstrong commented on the word heteroscedasticity
JM has been assured that heteroscedasticity can be overcome by transforming your data in an appropriate manner.
February 1, 2009
sionnach commented on the word heteroscedasticity
It would appear that JM has been misled by unscrupulous scoundrels.
February 1, 2009
lexylou commented on the word heteroscedasticity
also: dh and jm also miss the vital fact that heteroscedasticity can be modeled (e.g. mixed models, multilevel models, etc.) and may in fact be of substantive interest in its own right.
May 12, 2009
sionnach commented on the word heteroscedasticity
Indeed, some of us have frittered away far too much of our professional careers attempting to model heteroscedasticity in some useful fashion. But lexylou makes a good point -- there are some scenarios where accurate characterization of variability may be at least as important as getting the average behavior down. One example would be in establishing the operating characteristics of a particular assay, where a good understanding of both bias and precision (both intra- and inter-assay variability) is likely to be important.
May 12, 2009