heteroskedasticity

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00:54 Sep 25, 2020
English to Romanian translations [PRO]
Bus/Financial - Economics
Additional field(s): Business/Commerce (general), Economics, Finance (general), Investment / Securities, Mathematics & Statistics
English term or phrase: heteroskedasticity
Definition from Investopedia:
In statistics, heteroskedasticity (or heteroscedasticity) happens when the standard errors of a variable, monitored over a specific amount of time, are non-constant. With heteroskedasticity, the tell-tale sign upon visual inspection of the residual errors is that they will tend to fan out over time

Example sentence(s):
  • Most real world data will probably be heteroskedastic. However, one can still use ordinary least squares without correcting for heteroskedasticity because if the sample size is large enough, the variance of the least squares estimator may still be sufficiently small to obtain precise estimates. Methods for Detecting and Resolving...
  • Heteroskedasticity can also occur if there are subpopulation differences or other interaction effects (e.g. the effect of income on expenditures differs for whites and blacks). (Again, the problem arises from violation of the assumption that no such differences exist or have already been incorporated into the model.) Richard Williams, Univ. of Notre Dame
  • If heteroskedasticity does not cause bias or inconsistency in he OLS estimators, why did we introduce it as one of the Gauss-Markov assumptions? Hedibert
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Summary of translations provided
5heteroscedasticitate
Gabriela Raț


  

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heteroscedasticitate


Definition from Wikipedia:
În statistici , o colecție de variabile aleatorii este heteroscedastică (sau heteroskedastică ; din greaca antică hetero „diferită” și „dispersie”) a schiului, dacă există sub-populații care au variabilități diferite față de altele. Aici „variabilitatea” poate fi cuantificată prin variație sau orice altă măsură de dispersie statistică . Astfel, heteroscedasticitatea este absența homoscedasticității .

Example sentence(s):
  • În testul Dickey-Fuller se porneşte de la ipoteza că erorile εt sunt generate de un proces stohastic de tip zgomot alb. În realitate, erorile pot fi autocorelate şi / sau heteroscedastice. - Workshop  
  • Din grafic se vede că chelt.CD cresc atunci când vânzările cresc. De remarcat este faptul căvariabilitatea chelt.CD în jurul dreptei de regresie pare să crească atunci când vânzările cresc.Aceasta inseamnă că este prezentă proprietatea de heteroscedasticitate. - Scribd  
  • Apariţia fenomenului de heteroscedasticitate (neverificarea ipotezei 4) se datorează erorilor de măsurare, strategiilor de eşantionare sau transformarii incorecte a datelor. - Revista de statistica  
Gabriela Raț
Romania
Local time: 06:56
Native speaker of: Native in RomanianRomanian
PRO pts in category: 8
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