Information om | Engelska ordet HETEROSCEDASTIC

Exempel på hur man kan använda HETEROSCEDASTIC i en mening

• In a related application of tobit models, a system of nonlinear tobit regressions models has been used to jointly estimate a brand demand system with homoscedastic, heteroscedastic and generalized heteroscedastic variants.
• The estimator thus can be used to improve the ordinary least squares (OLS) regression when the residuals are heteroscedastic and/or autocorrelated.
• NLOGIT includes the discrete estimators in LIMDEP plus model extensions for multinomial logit (many specifications), random parameters mixed logit, random regret logit, WTP space specifications in mixed logit, scaled multinomial logit, nested logit, multinomial probit, heteroscedastic extreme value, error components, heteroscedastic logit and latent class models.
• In statistics, the Glejser test for heteroscedasticity, developed in 1969 by Herbert Glejser, regresses the residuals on the explanatory variable that is thought to be related to the heteroscedastic variance.

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