Cảm ơn CAMTIEU nhiều. heteroskedasticity ?

[huynhlien]

Cảm ơn CAMTIEU nhiều nhé, nhưng mình muốn hỏi thêm đoạn này. Minh đọc sách ứng dụng trong kinh tế có đoạn :
Data in which the variances of the error terms are not equal, in
which the error terms may reasonably be expected to be larger for some points or ranges of the data than for others, are said to suffer from heteroskedasticity. The standard warning is that in the presence of heteroskedasticity, the regression coefficients for an ordinary least squares regression are still unbiased, but the standard errors and confidence intervals estimated by conventional procedures will be too narrow, giving a false sense of precision

Nhưng không biết dịch heteroskedasticity là chi hết bí quá rồi !

[huynhlien]

Trong từ heteroskedasticity có tiếp đầu ngữ là herero có ngĩa là khác nhau, vậy theo mình hiểu thì heteroskedasticity là phương sai khác nhau.
Khôg biết đúng kg ?!!?

[camtieu]

heteroskedasticity có thể hiểu là Độ lệch chuẩn không số định của một biến số

Bạn có thể tìm hiểu thêm ở mấy trang web đưới đây.

What Does Heteroskedasticity Mean?

In statistics, when the standard deviations of a variable, monitored over a specific amount of time, are non-constant. Heteroskedasticity often arises in two forms, conditional and unconditional. Conditional heteroskedasticity identifies non-constant volatility when future periods of high and low volatility cannot be identified. Unconditional heteroskedasticity is used when futures periods of high and low volatility can be identified.

Investopedia explains Heteroskedasticity

In finance, conditional heteroskedasticity often is seen in the prices of stocks and bonds. The level of volatility of these equities cannot be predicted over any period of time. Unconditional heteroskedasticity can be used when discussing variables that have identifiable seasonal variability, such as electricity usage.

http://www.investopedia.com/terms/h/...edasticity.asp
http://economics.about.com/cs/econom...oskedastic.htm