
heteroscedasticity
/ˌhetəroʊskɪˈdæstɪsɪti/
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