heteroscedasticity

(redirected from Heteroscadicity)

het·er·o·sced·as·tic·i·ty

(het'ĕr-ō-skĕd'as-tis'ĭ-tē),
Nonconstancy of the variance of a measure over the levels of the factor under study.
[hetero + G. skedastikos, pertaining to scattering, fr. skedannumi, to scatter]
Farlex Partner Medical Dictionary © Farlex 2012
References in periodicals archive ?
(16) Variation of the number of studied agglomerations for each time period is explainable by the fact that all regression models have been realised using 1) a test of variation of inflation or VIF test with no results superior to four (under the acceptable threshold of 10), 2) a graphic analysis of dispersion diagrams to verify the interval of confidence or heteroscadicity and 3) a Cook's D test with a threshold of 3/n, causing the dismissal of several agglomerations at each regression.
Since the study applies the cross section and pooled estimation approaches, therefore, the occurrence of heteroscadicity, multicollinearity and autocorrelation is possible.