同方差性 meaning in Chinese
homoscedasticity
Examples
- 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。 - 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。