heteroscedasticity

(redirected from Heteroscedacity)

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]
References in periodicals archive ?
We tested for heteroscedacity in variables analyzed using a Brown and Forsythe's test (Brown and Forsythe 1974).
the F-statistic, White: the White test statistic for heteroscedacity, J-B: the Jaraque-Bera test statistic for normal distribution.
To check model adequacy, we inspected residuals for outliers and obvious signs of heteroscedacity, tested the normality of residuals using the Shapiro-Wilk test, and checked for autocorrelation within the residuals using the Durbin-Watson test.
Assumptions of ANOVA were checked by examining residuals visually against each independent variable, as well as by using Shapiro-Wilk's test of normality and Hartley's f-max test of heteroscedacity. Residuals were normally distributed for each treatment level within each factor (legacy and pH treatment).
Most data sets did not meet assumptions of homogeneity, so we used a square-root transformation to correct for heteroscedacity (Zar, 1999).
These estimates include the value and sign of the coefficients, the significance of the coefficients, the [R.sup.2] (and adjusted [R.sup.2]), F-value and the result of other diagnostic tests such as multicollinearity and heteroscedacity. The respective equations are shown in Table 1.
A log-linear functional form was employed because of the econometric problem arising from the occurrence of heteroscedacity in regression.
Approaches to problems of significance, multicollinearity, serial correlation, and heteroscedacity in time-series analysis are in Franke and Kaul's (1978) and Franke's (1980) appraisals of the Hawthorne Experiments at Western Electric.
West (1987): "A simple positive semi-definite, heteroscedacity and autocorrelation consistent covariance matrix".