Puas yog homoscedasticity thiab heteroscedasticity tib yam?

Cov txheej txheem:

Puas yog homoscedasticity thiab heteroscedasticity tib yam?
Puas yog homoscedasticity thiab heteroscedasticity tib yam?
Anonim

Homoskedasticity tshwm sim thaum variance ntawm lub sij hawm yuam kev hauvtus qauv regression tas li. … Qhov txawv txav, heteroskedasticity tshwm sim thaum qhov sib txawv ntawm lub sij hawm yuam kev tsis tas li.

txhais li cas los ntawm heteroscedasticity?

Raws li nws hais txog kev txheeb cais, heteroskedasticity (tseem sau heteroscedasticity) yog hais txog qhov yuam kev sib txawv, lossis kev vam khom ntawm kev tawg, nyob rau hauv tsawg kawg ntawm ib qho kev ywj pheej sib txawv hauv ib qho qauv. … Qhov no muab cov lus qhia hais txog qhov tshwm sim ntawm qhov sib txawv ntawm qhov sib txawv ntawm qhov nruab nrab.

piv txwv heteroscedasticity yog dab tsi?

Piv txwv. Heteroscedasticity feem ntau tshwm sim thaum muaj qhov sib txawv loj ntawm qhov ntau thiab tsawg ntawm cov kev soj ntsuam. Ib qho piv txwv classic ntawm heteroscedasticity yog qhov ntawm cov nyiaj tau los piv rau kev siv nyiaj noj mov. Raws li ib qho nyiaj tau los nce, qhov sib txawv ntawm kev noj zaub mov yuav nce.

Homoscedasticity txhais li cas hauv kev txheeb cais?

In regression analysis, homoscedasticity txhais tau tias ib qho xwm txheej uas qhov sib txawv ntawm qhov sib txawv ntawm qhov sib txawv yog tib yam rau tag nrho cov ntaub ntawv. Homoscedasticity yog pab txhawb kev tsom xam vim hais tias feem ntau txoj kev yog raws li qhov kev xav ntawm qhov sib npaug sib npaug.

heteroscedasticity txhais li cas hauv kev thim rov qab?

Heteroskedasticity yog hais txog qhov xwm txheej uas qhov sib txawv ntawm cov seem tsis sib npaug ntawm ib qhontau qhov ntsuas qhov ntsuas. Thaum khiav ib qho kev ntsuam xyuas regression, heteroskedasticity ua rau muaj qhov sib npaug ntawm cov seem (tseem hu ua lub sij hawm yuam kev).

Heteroskedasticity summary

Heteroskedasticity summary
Heteroskedasticity summary
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