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homoscedasticity
(redirected from Homoskedasticity)

   Also found in: Wikipedia 0.04 sec.
homoscedasticity
characterized by variances which do not differ greatly between distributions.


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We divided level-2 residuals by the SEs (from the posterior SDs) to detect outliers and plotted residuals against predictions to examine homoskedasticity.
Compared with the more commonly used diagnostic tests for general linear models, such as testing for distribution and homoskedasticity of residuals, formal tests of the assumed functional form of any independent variables against the dependent variable are scarcely reported in the epidemiologic literature.
Bera "Efficient Tests for Normality, Homoskedasticity, and Serial Independence of Regression Residuals," Economic Letters 6, 1980, 255-259.
 
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