heteroskedasticity

Serbian translation: heteroskedastičnost

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00:54 Sep 25, 2020
English to Serbian translations [PRO]
Bus/Financial - Economics
Additional field(s): Business/Commerce (general), Economics, Finance (general), Investment / Securities, Mathematics & Statistics
English term or phrase: heteroskedasticity
Definition from Investopedia:
In statistics, heteroskedasticity (or heteroscedasticity) happens when the standard errors of a variable, monitored over a specific amount of time, are non-constant. With heteroskedasticity, the tell-tale sign upon visual inspection of the residual errors is that they will tend to fan out over time

Example sentence(s):
  • Most real world data will probably be heteroskedastic. However, one can still use ordinary least squares without correcting for heteroskedasticity because if the sample size is large enough, the variance of the least squares estimator may still be sufficiently small to obtain precise estimates. Methods for Detecting and Resolving...
  • Heteroskedasticity can also occur if there are subpopulation differences or other interaction effects (e.g. the effect of income on expenditures differs for whites and blacks). (Again, the problem arises from violation of the assumption that no such differences exist or have already been incorporated into the model.) Richard Williams, Univ. of Notre Dame
  • If heteroskedasticity does not cause bias or inconsistency in he OLS estimators, why did we introduce it as one of the Gauss-Markov assumptions? Hedibert
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Question posted on behalf of translation team:
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Serbian translation:heteroskedastičnost
Definition:
Ako varijansa slučajne greške nije ista za sva opažanja, već zavisi od neke nezavisne promenljive, govorimo o heteroskedastičnosti.
Selected response from:

Miomira Brankovic
Serbia
Grading comment
4 KudoZ points were awarded for this answer



Summary of translations provided
5 +2heteroskedastičnost
Miomira Brankovic


  

Translations offered


1 day 19 hrs   confidence: Answerer confidence 5/5 peer agreement (net): +2
heteroskedastičnost


Definition from Segmentirana regresija sa primenom:
Ako varijansa slučajne greške nije ista za sva opažanja, već zavisi od neke nezavisne promenljive, govorimo o heteroskedastičnosti.

Example sentence(s):
  • Navedeni su i objašnjeni oblici multiplikativne i aditivne heteroskedastiĉnost kao i postupci otklanjanja istih. Heteroskedastiĉnost je prisutna ako reziduali pokazuju sistematska odstupanja za razliĉite vrednosti nezavisne promenljive. - Master thesis  
  • Nasuprot klasičnim vremenskim serijama, kod kojih je volatilnost konstantna veličina, kod finansijskih vremenskih serija se ona menja tokom vremena, i ta osobina se naziva heteroskedastičnost. - Master thesis  
Miomira Brankovic
Serbia
Local time: 13:52
Native speaker of: Serbian
PRO pts in category: 48

Votes in favor of/against selecting this as the best translation of the term asked
Yes  Jelena Delibasic: yes
1 day 14 hrs

Yes  Tomislav Patarčić
28 days
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