Information om | Engelska ordet HOMOSCEDASTIC

Exempel på hur man kan använda HOMOSCEDASTIC i en mening

• The errors do not need to be normal, nor do they need to be independent and identically distributed (only uncorrelated with mean zero and homoscedastic with finite variance).
• Given an equal (50/50) mixture of two normal distributions with the same standard deviation and different means (homoscedastic), the overall distribution will exhibit low kurtosis relative to a single normal distribution – the means of the subpopulations fall on the shoulders of the overall distribution.
• The OLS estimator is consistent for the level-one fixed effects when the regressors are exogenous and forms perfect colinearity (rank condition), consistent for the variance estimate of the residuals when regressors have finite fourth moments and—by the Gauss–Markov theorem—optimal in the class of linear unbiased estimators when the errors are homoscedastic and serially uncorrelated.
• 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.

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