Sep 25, 2020 00:54
3 yrs ago
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English term
heteroskedasticity
GBK
English to Serbian
Bus/Financial
Economics
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 sentences:
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)
Proposed translations
(Serbian)
5 +2 | heteroskedastičnost | Miomira Brankovic |
Change log
Aug 27, 2020 22:11: changed "Kudoz queue" from "In queue" to "Public"
Sep 25, 2020 00:54: changed "Stage" from "Preparation" to "Submission"
Sep 28, 2020 01:55: changed "Stage" from "Submission" to "Selection"
Oct 5, 2020 01:55:
Oct 25, 2020 01:55:
Oct 25, 2020 07:54: changed "Stage" from "Selection" to "Completion"
Proposed translations
+2
1 day 19 hrs
Selected
heteroskedastičnost
Definition from
Segmentirana regresija sa primenom:
Ako varijansa slučajne greške nije ista za sva opažanja, već zavisi od neke nezavisne promenljive, govorimo o heteroskedastičnosti.
Example sentences:
Navedeni su i objašnjeni oblici multiplikativne i aditivne heteroskedastiĉnost kao i postupci otklanjanja istih. Heteroskedastiĉnost je prisutna ako reziduali pokazuju sistematska odstupanja za razliĉite vrednosti nezavisne promenljive. (Master thesis)
Nasuprot klasičnim vremenskim serijama, kod kojih je volatilnost konstantna veličina, kod finansijskih vremenskih serija se ona menja tokom vremena, i ta osobina se naziva heteroskedastičnost. (Master thesis)
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