Standard Article

Scedasticity

  1. Donald F. Morrison

Published Online: 15 JUL 2005

DOI: 10.1002/0470011815.b2a15140

Encyclopedia of Biostatistics

Encyclopedia of Biostatistics

How to Cite

Morrison, D. F. 2005. Scedasticity. Encyclopedia of Biostatistics. 7.

Author Information

  1. University of Pennsylvania, Philadelphia, PA, USA

Publication History

  1. Published Online: 15 JUL 2005

Abstract

Homoscedasticity is the condition under which a series of observations have the same degree of variation. Heteroscedasticity is its negation. Homoscedasticity is assumed in the standard models for least squares linear regression, the two-sample t test and the analysis of variance, and the effects of heteroscedasticity in these situations are discussed here.

Keywords:

  • homoscedastic;
  • heteroscedastic;
  • least squares;
  • linear regression;
  • t test;
  • analysis of variance;
  • Behrens–Fisher;
  • Aspin–Welch