English term
heteroskedasticity
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...)
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)
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)
| 4 +3 | Heteroskedastyczność |
Dawid Mazela, MA, MCIL
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Aug 27, 2020 22:17: changed "Kudoz queue" from "In queue" to "Public"
Sep 25, 2020 00:55: changed "Stage" from "Preparation" to "Submission"
Sep 28, 2020 01:56: changed "Stage" from "Submission" to "Completion"
Proposed translations
Poland
High quality human translations
Native in: Polish 
Works in: English to Polish, Polish, Polish to English
Heteroskedastyczność
Głównym celem artykułu jest zaprezentowanie metod testowania i uwzględniania modelu heteroskedastyczności grupowej i korelacji przekrojowej oraz ich przykładowe zastosowanie do analizy popytu na pracę według sekcji PKD. (BazEkon)
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