Statistics - Heteroscedasticity


Heteroscedasticity means “differing variance” and comes from the Greek “hetero” ('different') and “skedasis” ('dispersion'). Heteroscedasticity is then also the absence of homoscedasticity.

In statistics, a collection of random variables is heteroscedastic (often spelled heteroskedastic)

The presence of heteroscedasticity show that the data are not normally distributed and that their variances vary with the effects being modelled.

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