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heteroskedasticity

Ukrainian translation: гетероскедастичність

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00:54 Sep 25, 2020
English to Ukrainian 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:
GBK economics and finances specialistsGBK economics and finances specialists


This question is closed

Ukrainian translation:гетероскедастичність
Definition:
У статистиці, послідовність випадкових величин називається гетероскедастичною, якщо випадкові величини мають різну дисперсію. Термін означає «різна дисперсія» і походить від грецького слова «гетеро» («інший») і «skedasis» («дисперсії»).
Selected response from:

Vladyslav Golovaty
Ukraine
Grading comment
4 KudoZ points were awarded for this answer



Summary of translations provided
4 +2гетероскедастичність
Vladyslav Golovaty


  

Translations offered


2 hrs   confidence: Answerer confidence 4/5Answerer confidence 4/5 peer agreement (net): +2
гетероскедастичність


Definition from uk.wikipedia.org:
У статистиці, послідовність випадкових величин називається гетероскедастичною, якщо випадкові величини мають різну дисперсію. Термін означає «різна дисперсія» і походить від грецького слова «гетеро» («інший») і «skedasis» («дисперсії»).

Example sentence(s):
  • Розділ 3. Методи оцінювання коефіцієнтів моделей із нестандартними помилками. 3.1. Гетероскедастичність в економетричних моделях і методи її визначення. - kpi.kharkov.ua  
  • Економетрист Роберт Енгл отримав в 2003 році Нобелівську премію з економіки за дослідження з регресійного аналізу в присутності гетероскедастичності, що призвело до розробки ним техніки моделювання авторегресійної умовної гетероскедастичності - wikipedia.org  

Explanation:


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Note added at 11 days (2020-10-06 17:14:23 GMT) Post-grading
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Дякую!
Vladyslav Golovaty
Ukraine
Local time: 16:17
Native speaker of: Native in EnglishEnglish, Native in RussianRussian
PRO pts in category: 40

Votes in favor of/against selecting this as the best translation of the term asked
Yes  Oksana Liash
10 days
  -> Щиро дякую, Оксано!
Yes  Lesia Kutsenko
11 days
  -> Щиро дякую, Лесю!
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