Talk:Heteroscedasticity
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ossible heteroskedasticity of residuals can be find by using White's Heteroskedasticity Test on data. Heteroskedasticity problem can be avoided using Weighted Least Squares (WLS)-regression instead of Ordinary Least Squares (OLS)-regression.
- added, gtx, Frank1101 19:47, 26 July 2006 (UTC)
[edit] sources not named
White (1980).
- Could you expand on this comment? I am not sure what you are getting at. --Richard Clegg 13:02, 26 July 2006 (UTC)
[edit] spelling
quote: (There seems to be no standard agreed-upon spelling for these words; they are sometimes spelled homo- or heteroscedastic or -schedastic, depending on location and personal taste.)
schedastic: I have never seen this, is this a valid spelling? I'm not a native speaker... Gtx, Frank1101 21:34, 16 September 2006 (UTC)
We think it is good to mention alternate spellings. But the second sentence seems more like an observation rather than fact, and doesn't add to the discussion at hand. Unless its deemed relevant or links to American vs. British spellings is warranted, this could probably be cut out.
Ref.: (In America, it is usually spelled homoscedastic. It is an exception to the rule that American spellings are usually more faithful to the etymologies than British spellings.)
I would like to draw your attention to McCulloch, J. H.: "On Heteros*edasticity", Econometrica, vol. 53, no. 2, March 1985, pp. 403. The author explores the linguistic aspects, and makes it very clear that "Heteroskedasticity is therefore the proper English spelling." -80.145.78.164 14:15, 2 January 2007 (UTC)
[edit] merge
There's an article called heteroscedacity, which seems not a Yank-v-Brit difference, but a simple misspelling in any country. It seems a good bit less complete than this article, but maybe someone else would like to take a look to see if anything should be merged from it before it's redirected here. --Trovatore 07:00, 21 December 2005 (UTC)
I'm not so sure that spelling with a c is the incorrect version - it was certainly how I learned it. A literature search on PubMed for 'heteroscedastic' gives 82 results compared to only 10 for 'heteroskedastic', 'heteroscedasticity' gives 67 items whereas 'heteroskedasticity' gives 17. --84.12.32.134 18:41, 27 December 2005 (UTC)
- The issue isn't c or no c. The c-vs-k thing is a Yank/Brit difference and falls under the usual rules (since this isn't specific to a country or culture, the first article written gets to keep its spelling). The misspelling is "heteroscedacity" (ends in -acity when it should end in -asticity). --Trovatore 18:59, 27 December 2005 (UTC)
- Homoscedasticity exists, and is so spelt. Wikipedia is inconsistent, but this seems excessive. I prefer -sced- as the usual treatment of Greek names. Is there objection to moving this article? Septentrionalis 18:01, 6 October 2006 (UTC)