heteroscedasticity love

heteroscedasticity

Definitions

from Wiktionary, Creative Commons Attribution/Share-Alike License

  • n. The property of a series of random variables of not every variable having the same finite variance

Etymologies

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Examples

  • Should have told the student to change their study to embrace the heteroscedasticity in the data-- maybe some hypotheses about the differences in rate of absorption of syrup by pancakes, crepes, and waffles.

    I am in a bad, bad mood.

  • The histograms of calibration residuals were examined for possible heteroscedasticity, but were found to pass a chi2 test for gaussian characteristics at reasonably high levels of significance NH, 95% level; NINO3, 99% level.

    MBH-style Tests for Normality and Whiteness « Climate Audit

  • The histograms of calibration residuals were examined for possible heteroscedasticity, but were found to pass a x2 test for gaussian characteristics at reasonably high levels of significance NH, 95% level; NINO3, 99% level.

    MBH98 Confidence Intervals « Climate Audit

  • Thus, the here presented procedure works well under biologically realistic scenarios of unbalanced group sizes, non-normality and heteroscedasticity.

    Elites TV

  • ProudCapitalist: I wonder how the mainstream econometric economist comments this data: That heteroscedasticity has su ... jb1122: Current: Robert Murphy refuted this piece in november, do a blog search for it. ...

    Libertarian Blog Place

  • I wonder how the mainstream econometric economist comments this data: That heteroscedasticity has suddenly soared?

    Libertarian Blog Place

  • However, they fail to reject the null of no correlation (or heteroscedasticity) within countries.

    RealClimate

  • The procedure does not just correct for heteroscedasticity.

    RealClimate

  • Put in econometric terms, it is a textbook example of heteroscedasticity, in which deviations from the projected value are not uniform through the sample.

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  • Normality of residuals and absence of heteroscedasticity were verified, otherwise logarithmic or square root transformations were applied to the dependent variable.

    PLoS ONE Alerts: New Articles

Comments

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  • Indeed, some of us have frittered away far too much of our professional careers attempting to model heteroscedasticity in some useful fashion. But lexylou makes a good point -- there are some scenarios where accurate characterization of variability may be at least as important as getting the average behavior down. One example would be in establishing the operating characteristics of a particular assay, where a good understanding of both bias and precision (both intra- and inter-assay variability) is likely to be important.

    May 12, 2009

  • also: dh and jm also miss the vital fact that heteroscedasticity can be modeled (e.g. mixed models, multilevel models, etc.) and may in fact be of substantive interest in its own right.

    May 12, 2009

  • It would appear that JM has been misled by unscrupulous scoundrels.

    February 1, 2009

  • JM has been assured that heteroscedasticity can be overcome by transforming your data in an appropriate manner.

    February 1, 2009

  • This word appeared in my dissertation title, much to my mother's chagrin. Ah .... sweet memories.

    July 21, 2008

  • ...uneven variances between variables.

    A bad thing to have if you are trying to meet the assumptions of certain parametric tests. But, this can be overcome by transforming your data in an appropriate manner.

    November 15, 2007