Heteroskedasticity
Encyclopedia
One of the standard assumptions of the classical linear regression model
is that the variance of the error term is the same for all observations, that is . The assumption of a constant error variance is known as homoskedasticity and its failure is referred to as heteroskedasticity, or unequal variance. Heteroskedasticity is expressed as , where an i subscript on ...
Looks like you do not have access to this content.
Reader's Guide
- All
- A
- B
- C
- D
- E
- F
- G
- H
- I
- J
- K
- L
- M
- N
- O
- P
- Q
- R
- S
- T
- U
- V
- W
- X
- Y
- Z