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heteroscedasticity

 
Veterinary Dictionary: heteroscedasticity

An irregular scattering of values in a series of distributions; accompanied by a comparable scatter of variances.

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Heteroscedasticity (in accounting)
Breusch-Pagan test
Huber-White standard errors

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In the presence of heteroscedasticity OLS estimators are biased as well as inefficient?
Binary choice heteroscedastic?

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Veterinary Dictionary. Saunders Comprehensive Veterinary Dictionary 3rd Edition. Copyright © 2007 by D.C. Blood, V.P. Studdert and C.C. Gay, Elsevier. All rights reserved.  Read more