Talk:Heteroscedasticity

message: 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)

message: 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)
thread_title:  sources not named 

message: 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)
replies: text: my econometrics book spells it heteroskedasticity as well 71.83.122.143 06:45, 13 April 2007 (UTC)
replies: text: I haven't found the corresponding line yet but Peter Kennedy also made a clear statement and gives reliable sources in his book "A Guide to Econometrics" that "heteroskedasticity" with "k" is the correct spelling. -- MM-Stat (talk) 14:38, 1 February 2010 (UTC)

text: I'm looking at Greene 5th edition right now - it's spelled with "c". That said, every other book I can put my hands on right now (Wooldridge, Kennedy, Griffiths Hill & Judge, Cameron & Trivedi, Stock & Watson) spell it with a "k" except Greene and Gujarati & Porter. And both of those are newer editions of 25-year-old textbooks. DaveDixon (talk) 16:15, 19 April 2015 (UTC)

text: Just saw the table of contents for the 7th edition on Greene's web page: still spelt with "c". DaveDixon (talk) 19:05, 19 April 2015 (UTC)
replies: text: (unsigned contribution) Paper explaining the preferred spelling: http://www.ime.usp.br/~abe/lista/pdfZAptC9KazU.pdf ( end unsigned contribution) Note that this is the  McCulloch, in Econometrica, referred to above. Melcombe (talk) 17:19, 7 February 2012 (UTC)
thread_title:  spelling 

message: 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)
replies: text: 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)
replies: text: 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)
replies: text: online link to that reference is here  Justinc (talk) 15:46, 15 November 2011 (UTC)

text: A search on scholar.google.com yields 109,000 hits for "heteroskedasticity" (2330 since 2015) versus 95,700 for "heteroscedasticity" (2220 since 2015). Not decisive, but far different from the PubMed result. DaveDixon (talk) 16:21, 19 April 2015 (UTC)
thread_title: merge

message: Use the -k spelling. After years of statistics, this is the first place I've ever seen it spelled with a -c. Jarring, to say the least. 170.140.214.100 18:28, 2 December 2007 (UTC)
replies: text: You haven't been around much. Michael Hardy (talk) 05:17, 20 August 2008 (UTC)
thread_title:  Most of the links to here 

message: There is an illustration in the article showing an example of heteroscedasticity, and as someone new to the topic it would be helpful to my understanding if some (simple) formula for generating such a plot were provided in conjunction with the plotted output, along with the actual values of the variables along the x-axis (e.g. one colored line per variable, similarly colored in the formula). Similarly, the plot illustrated for homoscedasticity could be updated so that by comparison it's easy to see the difference in the variances of the variables affecting the output.  —Preceding unsigned comment added by 209.203.104.2 (talk) 18:47, 30 January 2008 (UTC)
thread_title:  Improving the illustration 

message: i have reworded the second paragraph for clarity: heteroskedasticity is not a significant concern *of* regression analysis (that connotes regression analysis is principally used to study heteroskedasticity); "bad effect" means the statistical tests are uninterpretable (rather than incalculable); the tests are uninterpretable *because* the statistical distributions used to calculate the area probabilities may no longer apply. 67.142.161.19 (talk)  —Preceding undated comment added 18:01, 24 September 2011 (UTC)
thread_title:  clarified statement of importance 

message: The presence of heteroskedasticity in a dataset does not cause OLS estimators to be bias, only inefficient. Should be changed. 
I have changed the entry because this comment is completly true: OLS is still (conditionally) unbiased, consistent and asintotically normal under heteroskedaticity.
—Preceding unsigned comment added by Heteroskedasticity (talk • contribs) 02:51, 21 April 2010 (UTC)
thread_title:  Heteroskedasticity does not cause bias 

message: On Feb 19th, 2010, somebody added the rank correlation as a test for chekcing heteroscedasticity. Anyone has any reference about how that is done? I am unable to find any such reference. Otherwise, I think this test should be deleted.  —Preceding unsigned comment added by Samikrc (talk • contribs) 15:09, 25 June 2010 (UTC)
thread_title:  Rank correlation for testing heteroscedasticity? 

message: The text used to read: "Most of the methods of detecting heteroscedasticity outlined above modified for use even when the data do not come from a normal distribution.".  I changed it to " Most of the methods of detecting heteroscedasticity outlined above can be modified for use even when the data do not come from a normal distribution." - Please confirm that this is correct. --Slashme (talk) 13:59, 20 August 2013 (UTC)
thread_title:  Clarification - check accuracy 

message: Dr. Reed has reviewed this Wikipedia page, and provided us with the following comments to improve its quality:
We hope Wikipedians on this talk page can take advantage of these comments and improve the quality of the article accordingly.
We believe Dr. Reed has expertise on the topic of this article, since he has published relevant scholarly research:
*Reference : Xiujian Chen & Shu Lin & W. Robert Reed, 2006. "A Monte Carlo Evaluation of the Efficiency of the PCSE Estimator," Working Papers in Economics 06/14, University of Canterbury, Department of Economics and Finance.
ExpertIdeasBot (talk) 16:07, 12 July 2016 (UTC)
thread_title:  Dr. Reed's comment on this article 

message: The further reading and external link lists consist exclusively of material from econometrics. Development of those lists could include general statistics texts as well as representation of other fields that use regression or are otherwise concerned with heteroscedasticity. Mw011235 (talk) 01:19, 26 January 2017 (UTC)
thread_title:  Further reading and external links 

message: Homoscedasticity and Heteroscedasticity are simply reciprocals. fgnievinski (talk) 07:41, 3 October 2021 (UTC)
replies: text: Support. – Seems highly unlikely somebody would want to know about one without also knowing about the other. Since when you are testing if your data shows homoscedasticity you are implicitly checking whether it shows heteroscedasticity. Even for Type I and type II errors, which are not as directly reciprocal, we have a single page. Gazelle55 (talk) 19:21, 5 October 2021 (UTC)

text: Support. - Agree with above. They are reciprocals and an average reader using the Wiki would want to know about both. Both pages are also relatively small so it shouldn't be two large of a merge. 114.110.37.224 (talk) 21:55, 2 February 2022 (UTC)

text: Support. - The concepts are too intertwined, and are not separable; having two pages to describe them is redundant. I cannot imagine that that they will remain this way, or any conceivable rationale for opposing this merge.SpiralSource (talk) 10:47, 14 March 2022 (UTC)

text: Support I think the ways that heteroscedasticity isn't simply reciprocal to homoscedasticity can get their own page (e.g. GARCH). Protonk (talk) 16:12, 14 March 2022 (UTC)
thread_title:  Merger