homoscedasticity

plural homoscedasticities · alternative homoskedasticity

1. uncountableusuallymathematicsA property of a set of random variables such that each variable has the same finite variance.

   Thus, Glejser's test also rejects the hypothesis of homoscedasticity.

   2013, Chandan Mukherjee, Howard White, Marc Wuyts, Econometrics and Data Analysis for Developing Countries, page 264

   3 more examples

   Before analysis, homoscedasticities of sample variances were assessed by Cochran's C and Bartlett's Box tests.

   1989, AW Storey, “The freshwater mussel, Westralunio carteri Iredale, as a biological monitor of organochlorine pesticides”, in Australian Journal of Marine and Freshwater Research, volume 40, number 6, page 587

   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, Min Gyo Koo, Island Disputes and Maritime Regime Building in East Asia, footnote, page 46

   Preliminarily, the weak homoscedasticity of the two classes has been tested:[…].

   2010, Francesca Greselin, Salvatore Ingrassia, “Weakly Homoscedastic Constraints for Mixtures of t-Distributions”, in Andreas Fink, Berthold Lausen, Wilfried Seidel, Alfred Ultsch, editors, Advances in Data Analysis, Data Handling and Business Intelligence, Springer, page 225