Definitions
from Wiktionary, Creative Commons Attribution/ShareAlike License.
 noun Alternative spelling of
heteroscedasticity .
Etymologies
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Examples

* For those who care about the statistical details: I could not use a general standard error because the estimates exhibited heteroskedasticity, which is an increase in error bars as the predictions get bigger.

The data has much bigger variance in biggrowth years than in littlegrowth years "heteroskedasticity" in this context  you oculd have this with normal distributions as well.

In particular, he applied the concept of "autoregressive conditional heteroskedasticity" (ARCH) for this purpose.
The Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel 19692006

If we adjust the standard errors for heteroskedasticity the tstatistic falls to 1.87 but the inference remains the same.

In addition, investment performance is typically subject to heteroskedasticity, which in turn greatly hinders the usefulness of using standard deviation as a measure risk.

In addition, investment performance is typically subject to heteroskedasticity, which in turn greatly hinders the usefulness of using standard deviation as a measure risk.

Tests for statistical significance and tests for heteroskedasticity and linear dependence should be ran before making a statement as bold as those people did. —
Does This Analysis of Test Scores Make Any Sense? A Guest Post  Freakonomics Blog  NYTimes.com

Hyperion would then be perfectly described by economics (the ultimate parameterized interpolative curve fit, all fits each proving the others wrong) plus heteroskedasticity (because analytic economics is fundamentally crap for prediction).

There are relatively well known adjustments for the variance estimates in OLS that are robust to general forms of heteroskedasticity or autocorrelation.

There are relatively well known adjustments for the variance estimates in OLS that are robust to general forms of heteroskedasticity or autocorrelation.
bobfet1 commented on the word heteroskedasticity
omg I can't believe you beat me to this word lol
December 14, 2006