homoscedasticity

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homoscedasticity (plural homoscedasticities)

  1. (statistics) A property of a set of random variables such that each variable has the same finite variance.
    • 2010, Min Gyo Koo, Island Disputes and Maritime Regime Building in East Asia, page 46, footnote,
      Unlike OLS[Ordinary Least Squares] regression, logistic regression does not assume linearity of relationship between dependent and independent variables; does not require normally distributed variables; does not assume homoscedasticity; and in general has less stringent requirements.
    • 2010, Francesca Greselin, Salvatore Ingrassia, Weakly Homoscedastic Constraints for Mixtures of t-Distributions, Andreas Fink, Berthold Lausen, Wilfried Seidel, Alfred Ultsch (editors), Advances in Data Analysis, Data Handling and Business Intelligence, Springer, page 225,
      Preliminarily, the weak homoscedasticity of the two classes has been tested: [] .
    • 2013, Chandan Mukherjee, Howard White, Marc Wuyts, Econometrics and Data Analysis for Developing Countries, page 264,
      Thus, Glejser's test also rejects the hypothesis of homoscedasticity.

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