homoscedastic


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homoscedastic

[‚hä·mō·skə¦das·tik]
(statistics)
Pertaining to two or more distributions whose variances are equal.
Pertaining to a variate in a bivariate distribution whose variance is the same for all values of the other variate.
References in periodicals archive ?
The errors are homoscedastic, indicating that our approach is acceptable in practice.
The homoscedastic model shown in Equation 6 assumed a single residual error term.
The independence of the STD on the mean is consistent with the homoscedastic data patterns as observed for other fatigue data, in particular, the S-N and E-N curves.
The results show that errors are homoscedastic, almost normal, but self-correlated (the value of the DW test should have been of around 2 to eliminate any self-correlation).
If data from all individuals are not in a steady state but can be transformed to have a homoscedastic trend, adjustment for the trend is achievable by use of a suitable ANOVA model (analysis of covariance or generalized linear models) or by transforming data or adjusting the interpretation of the results (5, 6).
In all these considerations, the error component model commonly assumes that the regression disturbances are homoscedastic in terms of common variance across time and cross sections.
2005b), correlation exists between homoscedasticity and normality, and alterations to make the data homoscedastic change the normality.
The p-value rejected the hypothesis that model residuals are homoscedastic, and there was evidence of heteroscedasticity.
After finding the error term of each model to be normally distributed, serially uncorrelated and homoscedastic, we have applied Granger Causality test based on the block exogeniety Wald test.
Cluster robust standard errors are used because the assumptions that the error terms are serially uncorrelated and homoscedastic are rarely met for bilateral trade data sets and initial tests confirm this.