- of an
algorithm that ****umes
homoscedasticity is Fisher's
linear discriminant analysis. The
concept of
homoscedasticity can be
applied to distributions...
- similar." (page 763)
ANOVA ****umes
homoscedasticity, but it is robust. The
statistical test for
homoscedasticity (the F-test) is not robust.
Moore &...
-
studied to
several degrees of complexity. For example,
considerations of
homoscedasticity examine how much the
variability of data-values
changes throughout...
- Bartlett's test,
named after Maurice Stevenson Bartlett, is used to test
homoscedasticity, that is, if
multiple samples are from po****tions with
equal variances...
-
Carlos M.; Bera, Anil K. (1980). "Efficient
tests for normality,
homoscedasticity and
serial independence of
regression residuals".
Economics Letters...
- po****tion
variances are
equal (called
homogeneity of
variance or
homoscedasticity). If the
resulting p-value of Levene's test is less than some significance...
- of
these tests are
conducted to test the
underlying ****umption of
homoscedasticity (i.e.
homogeneity of variance), as a
preliminary step to
testing for...
-
become nonrobust with
respect to Type I
errors for
departures from
homoscedasticity even more
quickly than
parametric counterparts that
share the same...
-
placed on the
regression coefficients.)
Constant variance (a.k.a.
homoscedasticity). This
means that the
variance of the
errors does not
depend on the...
-
error as the R2 in
linear regression does.
Linear regression ****umes
homoscedasticity, that the
error variance is the same for all
values of the criterion...
