Matches in DBpedia 2015-10 for { <http://dbpedia.org/resource/Heteroscedasticity> ?p ?o }
- Heteroscedasticity abstract "In statistics, a collection of random variables is heteroscedastic (or 'heteroskedastic'; from Ancient Greek hetero “different” and skedasis “dispersion”) if there are sub-populations that have different variabilities from others. Here "variability" could be quantified by the variance or any other measure of statistical dispersion. Thus heteroscedasticity is the absence of homoscedasticity.The existence of heteroscedasticity is a major concern in the application of regression analysis, including the analysis of variance, as it can invalidate statistical tests of significance that assume that the modelling errors are uncorrelated and uniform—hence that their variances do not vary with the effects being modeled. For instance, while the ordinary least squares estimator is still unbiased in the presence of heteroscedasticity, it is inefficient because the true variance and covariance are underestimated. Similarly, in testing for differences between sub-populations using a location test, some standard tests assume that variances within groups are equal.Because heteroscedasticity concerns expectations of the second moment of the errors, its presence is referred to as misspecification of the second order.".
- Heteroscedasticity thumbnail Heteroscedasticity.png?width=300.
- Heteroscedasticity wikiPageID "612440".
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- Heteroscedasticity wikiPageRevisionID "679546368".
- Heteroscedasticity wikiPageWikiLink ANOVA.
- Heteroscedasticity wikiPageWikiLink Alternative_hypothesis.
- Heteroscedasticity wikiPageWikiLink Analysis_of_variance.
- Heteroscedasticity wikiPageWikiLink Ancient_Greek.
- Heteroscedasticity wikiPageWikiLink Asymptotic_distribution.
- Heteroscedasticity wikiPageWikiLink Asymptotic_theory_(statistics).
- Heteroscedasticity wikiPageWikiLink Autoregressive_conditional_heteroscedasticity.
- Heteroscedasticity wikiPageWikiLink Autoregressive_conditional_heteroskedasticity.
- Heteroscedasticity wikiPageWikiLink Bartletts_test.
- Heteroscedasticity wikiPageWikiLink Best_linear_unbiased_estimator.
- Heteroscedasticity wikiPageWikiLink Breusch–Pagan_test.
- Heteroscedasticity wikiPageWikiLink Brown–Forsythe_test.
- Heteroscedasticity wikiPageWikiLink Category:Econometrics.
- Heteroscedasticity wikiPageWikiLink Category:Statistical_deviation_and_dispersion.
- Heteroscedasticity wikiPageWikiLink Category:Time_series_analysis.
- Heteroscedasticity wikiPageWikiLink Chi-squared_distribution.
- Heteroscedasticity wikiPageWikiLink Chi_square_distribution.
- Heteroscedasticity wikiPageWikiLink Cochrans_C_test.
- Heteroscedasticity wikiPageWikiLink Conditional_expectation.
- Heteroscedasticity wikiPageWikiLink Conditional_variance.
- Heteroscedasticity wikiPageWikiLink Consistent_estimator.
- Heteroscedasticity wikiPageWikiLink Cook–Weisberg_test.
- Heteroscedasticity wikiPageWikiLink Cross-sectional_study.
- Heteroscedasticity wikiPageWikiLink Econometrician.
- Heteroscedasticity wikiPageWikiLink Econometrics.
- Heteroscedasticity wikiPageWikiLink Errors_and_residuals.
- Heteroscedasticity wikiPageWikiLink Errors_and_residuals_in_statistics.
- Heteroscedasticity wikiPageWikiLink Expected_value.
- Heteroscedasticity wikiPageWikiLink F-test.
- Heteroscedasticity wikiPageWikiLink F-test_of_equality_of_variances.
- Heteroscedasticity wikiPageWikiLink F_test.
- Heteroscedasticity wikiPageWikiLink File:Hsked_residual_compare.svg.
- Heteroscedasticity wikiPageWikiLink Gauss–Markov_theorem.
- Heteroscedasticity wikiPageWikiLink Glejser_test.
- Heteroscedasticity wikiPageWikiLink Goldfeld–Quandt_test.
- Heteroscedasticity wikiPageWikiLink Halbert_White.
- Heteroscedasticity wikiPageWikiLink Harrison–McCabe_test.
- Heteroscedasticity wikiPageWikiLink Hartleys_test.
- Heteroscedasticity wikiPageWikiLink Heteroscedasticity-consistent_standard_errors.
- Heteroscedasticity wikiPageWikiLink Homoscedasticity.
- Heteroscedasticity wikiPageWikiLink Hypothesis_test.
- Heteroscedasticity wikiPageWikiLink Least_squares.
- Heteroscedasticity wikiPageWikiLink Levenes_test.
- Heteroscedasticity wikiPageWikiLink Location_test.
- Heteroscedasticity wikiPageWikiLink Logit.
- Heteroscedasticity wikiPageWikiLink Mark_Thoma.
- Heteroscedasticity wikiPageWikiLink Mathematical_constant.
- Heteroscedasticity wikiPageWikiLink Matrix_(mathematics).
- Heteroscedasticity wikiPageWikiLink Maximum_likelihood.
- Heteroscedasticity wikiPageWikiLink Maximum_likelihood_estimation.
- Heteroscedasticity wikiPageWikiLink Moment_(mathematics).
- Heteroscedasticity wikiPageWikiLink Natural_logarithm.
- Heteroscedasticity wikiPageWikiLink Nobel_Memorial_Prize_for_Economics.
- Heteroscedasticity wikiPageWikiLink Nobel_Memorial_Prize_in_Economic_Sciences.
- Heteroscedasticity wikiPageWikiLink Normal_distribution.
- Heteroscedasticity wikiPageWikiLink Null_hypothesis.
- Heteroscedasticity wikiPageWikiLink Ordinary_least_squares.
- Heteroscedasticity wikiPageWikiLink Park_test.
- Heteroscedasticity wikiPageWikiLink Probit.
- Heteroscedasticity wikiPageWikiLink Random_variable.
- Heteroscedasticity wikiPageWikiLink Regression_analysis.
- Heteroscedasticity wikiPageWikiLink Resampling_(statistics).
- Heteroscedasticity wikiPageWikiLink Robert_Engle.
- Heteroscedasticity wikiPageWikiLink Robert_F._Engle.
- Heteroscedasticity wikiPageWikiLink Scedastic_function.
- Heteroscedasticity wikiPageWikiLink Specification_(regression).
- Heteroscedasticity wikiPageWikiLink Statistical_dispersion.
- Heteroscedasticity wikiPageWikiLink Statistical_hypothesis_testing.
- Heteroscedasticity wikiPageWikiLink Statistical_significance.
- Heteroscedasticity wikiPageWikiLink Statistics.
- Heteroscedasticity wikiPageWikiLink Test_statistic.
- Heteroscedasticity wikiPageWikiLink Time_series.
- Heteroscedasticity wikiPageWikiLink Tuple.
- Heteroscedasticity wikiPageWikiLink Type_I_and_type_II_errors.
- Heteroscedasticity wikiPageWikiLink Variance.
- Heteroscedasticity wikiPageWikiLink Weighted_least_squares.
- Heteroscedasticity wikiPageWikiLink White_test.
- Heteroscedasticity wikiPageWikiLink William_Greene_(economist).
- Heteroscedasticity wikiPageWikiLink File:Heteroscedasticity.png.
- Heteroscedasticity wikiPageWikiLinkText "Heteroscedasticity".
- Heteroscedasticity wikiPageWikiLinkText "heteroscedastic".
- Heteroscedasticity wikiPageWikiLinkText "heteroscedasticity".
- Heteroscedasticity hasPhotoCollection Heteroscedasticity.
- Heteroscedasticity id "47.0".
- Heteroscedasticity title "Econometrics lecture".
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- Heteroscedasticity subject Category:Econometrics.
- Heteroscedasticity subject Category:Statistical_deviation_and_dispersion.
- Heteroscedasticity subject Category:Time_series_analysis.
- Heteroscedasticity type Article.