Investopedia / Joules Garcia In statistics, heteroskedasticity (or heteroscedasticity) happens when the standard deviations of a predicted variable, monitored over different values of an ...

There are several approaches to dealing with heteroscedasticity. If the error variance at different times is known, weighted regression is a good method. If, as is ...

One of the key assumptions of the ordinary regression model is that the errors have the same variance throughout the sample. This is also called the homoscedasticity ...