同方差 meaning in Chinese
homoscedastic -ity
Examples
- Important to remember our assumptions though , if not homoskedastic , then the above conclusion is not true
重要的一点是如果同方差的假定不成立,上述结论也不能成立。 - One of the important hypotheses of classical linear regression model is that the random disturbances have equal variance
经典线性回归模型的一个重要假设就是回归方程的随机扰动项u _ i ,具有相同的方差,也称同方差性。 - However the analysis of both location and dispersion effects in unreplicated factorial experiments with censored data has not been studied widely . hamada and wu ( 1991 ) proposed a iterated method to estimate location effect under the condition of homogeneity of variances
Hamada和wu ( 1991 )给出了此条件下鉴别和估计位置效应的迭代算法,但由于其模型假定各试验点同方差,因此不能分析散度效应。 - While it ' s always possible to estimate robust standard errors for ols estimates , if we know something about the specific form of the heteroskedasticity , we can transform the model into one that has homoskedastic errors ? called weighted least squares
对ols估计稳健标准差总是可能办到的,但是,如果我们知道一些关于异方差结构的信息,我们可以将原模型转化为具有同方差的新模型,这称为加权最小二乘法。 - As goldfeld - quandt test can only be applied to one independent variable , it is generalized in the second section . it shows that , in multivariate situation , the data can be arranged according to their principle components . but there should be a premise : the disturbances of the lower data group should have equal variance and those of the higher data group have the same variance
由于戈德菲尔德-匡特检验方法只适用于一个自变量,因此,本文对g - q检验进行了推广,说明在多变量的情况下,可以利用主成分对样本数据进行排序,并强调使用戈德菲尔德-匡特检验的前提:低样本组各观察值的扰动项必须具有同方差性;高样本组各观察值的扰动项也必须具有同方差性,否则,检验的结果可能是错误的。