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heteroscedasticity
(redirected from Heteroskedasticity)

   Also found in: Wikipedia 0.01 sec.
heteroscedasticity
an irregular scattering of values in a series of distributions; accompanied by a comparable scatter of variances.


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BPb was converted to natural logarithms to eliminate heteroskedasticity and normalize skewed distributions of residuals, reduce the influence of outlying high lead values on regression coefficients, and adequately specify the functional relation of BPb on FSIQ.
The validity of the simplified, final model from June 1997 onwards was checked by a battery of specification and diagnostic tests to verify the absence of autocorrelation of residuals, absence of heteroskedasticity, normality of residuals, absence of nonmodeled nonlinearities and absence of structural change.
 
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