To see the desired glossary, please select the language and then the field of expertise.

    Home
    • English
      • Search
        • Term
          • heteroskedasticity
        • Additional fields of expertise
        • 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
    Compare [close]
    • Albanian
      • Search
        • 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
        • Related KudoZ question
    Compare [close]
    • German
      • Search
        • Term
          • Heteroskedastizität
        • Additional fields of expertise
        • Definition(s)
          • Heteroskedastizität (auch Varianzheterogenität, oder Heteroskedastie; altgriechisch σκεδαστός skedastós, „zerstreut“, „verteilt“; „zerstreubar“) bedeutet in der Statistik, dass die Varianz der Störterme nicht konstant ist. Wenn die Varianz der Störterme (und somit die Varianz der erklärten Variablen selbst) für alle Ausprägungen der exogenen (Prädiktor)-Variablen nicht signifikant unterschiedlich ist, liegt Homoskedastizität (Varianzhomogenität auch Homoskedastie) vor. Der Begriff spielt insbesondere in der Ökonometrie und der empirischen Forschung eine wichtige Rolle. Die Homoskedastizitätsannahme ist ein wichtiger Bestandteil der Gauß-Markow-Annahmen. Wikipedia - by Edith Kelly
        • Example sentence(s)
          • Das Vorliegen von Heteroskedastizität stellt eine Verletzung der Annahmen des klassischen Modells der linearen Regression (Regression, lineare) dar und führt zu einem Effizienzverlust der OLS-Schätzer (Kleinstquadratemethode, gewöhnliche) und falsch ermittelten Standardfehlern, die dazu führen, dass Standardtests an Aussagekraft verlieren. - Gabler Wirtschaftslexikon by Edith Kelly
          • Homoskedastizität und Heteroskedastizität Heteroskedastizität (auch (Residuen-)Varianzheterogenität; gr. σκεδαστός, skedastós, zerstreut, verteilt; zerstreubar) bedeutet in der Statistik unterschiedliche Streuung innerhalb einer Datenmessung. Wenn die Varianz der Residuen (und somit die Varianz der erklärten Variablen selbst) für alle Ausprägungen der anderen (Prädiktor)-Variablen nicht signifikant unterschiedlich ist, liegt Homoskedastizität ((Residuen-)Varianzhomogenität) vor. Der Begriff spielt insbesondere in der Ökonometrie und der empirischen Forschung eine wichtige Rolle. - educalingo by Edith Kelly
          • Heteroskedastizität bedeutet, dass die Varianz der Störvariablen ut bei gegebenen xlt, ..., xnt nicht konstant ist: Var (ut/xlt,;.xnt) £ a2 Die Abbildungen zeigen zwei unterschiedliche Erscheinungsbilder nicht konstanter Varianz. - Wirtschaftslexikon24 by Edith Kelly
        • Related KudoZ question
    Compare [close]
    • Ukrainian
      • Search
        • Term
          • гетероскедастичність
        • Additional fields of expertise
        • Definition(s)
          • У статистиці, послідовність випадкових величин називається гетероскедастичною, якщо випадкові величини мають різну дисперсію. Термін означає «різна дисперсія» і походить від грецького слова «гетеро» («інший») і «skedasis» («дисперсії»). uk.wikipedia.org - by Vladyslav Golovaty
        • Example sentence(s)
          • Розділ 3. Методи оцінювання коефіцієнтів моделей із нестандартними помилками. 3.1. Гетероскедастичність в економетричних моделях і методи її визначення. - kpi.kharkov.ua by Vladyslav Golovaty
          • Економетрист Роберт Енгл отримав в 2003 році Нобелівську премію з економіки за дослідження з регресійного аналізу в присутності гетероскедастичності, що призвело до розробки ним техніки моделювання авторегресійної умовної гетероскедастичності - wikipedia.org by Vladyslav Golovaty
        • Related KudoZ question
  • Compare this term in: Serbian, Bulgarian, Greek, Spanish, Persian (Farsi), French, Italian, Korean, Polish, Portuguese, Russian

The glossary compiled from Glossary-building KudoZ is made available openly under the Creative Commons "By" license (v3.0). By submitting this form, you agree to make your contribution available to others under the terms of that license.

Creative Commons License