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Regression & Correlation·Mathematics & Logic
heteroscedasticity

heteroscedasticity

/ˌhetəroʊskɪˈdæstɪsɪti/

📉 Regression & Correlation

non-constant variance in the error terms of a regression

heteroscedasticity in a sentence

“Heteroscedasticity violates key regression assumptions.”

Origin of heteroscedasticity

Greek heteros different + skedasis dispersion

Related Words

multicollinearity

high correlation among predictor variables

interpolation

estimating values within the range of known data

extrapolation

estimating values beyond the range of known data

spurious correlation

an apparent relationship caused by a third variable or chance

causation

a relationship where one event directly produces another

correlation

a measure of the strength and direction of relationship between variables

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