homoscedasticity

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ho·mo·sced·as·tic·i·ty

(hō'mō-skĕd-as-tis'ĭ-tē),
Constancy of the variance of a measure over the levels of the factor under study.

homoscedasticity

characterized by variances which do not differ greatly between distributions.
References in periodicals archive ?
Homoskedastic idiosyncratic component, common component has a larger variance than the idiosyncratic component: [e.
Note that estimates from the log-2SLS model were re-transformed into dollars with a homoskedastic nonparametric retransformation (Duan 1983).
However, in our case, errors are homoskedastic and sample size is small, so IV technique with fixed effect is the most suitable technique.
16 Notes: The null hypothesis for the diagnostic tests are that the residuals do not have serial correlation, are homoskedastic and are normally distributed.
Conditional variance and jump-diffusion models outperform simple diffusion and homoskedastic models.
The OLS assumes that error term is homoskedastic and not serially correlated that is E [[epsilon]]/X = 0 and E [[epsilon] [epsilon]'/X = [[sigma].
To obtain normally distributed outcomes at each gestational age with homoskedastic residual error variance, we first estimated the power transformation of each of the fetal outcomes by modeling their transformed mean as a cubic polynomial in gestational age (in days), using the "boxcox" function from the main package of Venables and Ripley's MASS library (Royston 1995).
Model 1 also passes all diagnostic tests, indicating that the residuals are not serially correlated5 (LM test), are normally distributed (Jarque-Bera test), and homoskedastic (White test).
t] is the mean zero, homoskedastic TFP shock innovation.
t-ratio ONE 0,1076 0,8319 LNKI 0,0180 1,6721 LOGPIBPC (0,0361) (1,2171) TDCPOP (1,1254) (1,3006) VIP 0,0007 1,9498 Homoskedastic Regression (S0) Nonautocorrelated disturbances (RO) Pooled OLS residual variance (SS/nT) 0,0006 Test statistics for homoscedasticity: Deg.
Under the additional assumption that asset returns and consumption are jointly log normal and homoskedastic, the Epstein-Zin Euler equation implies that the risk premium RP on any asset i over the short-term safe asset is