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homoscedastic
(redirected from Homoskedastic)

    Also found in: Dictionary/thesaurus, Medical, Financial, Wikipedia 0.01 sec.
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.
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whether the panels are homoskedastic or heteroskedastic.
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By contrast, for the Tobit model, a standard MLE technique to estimate equations with censored dependent variables, the consistency hinges on the assumption of normally distributed and homoskedastic errors.
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