A suggestion for measuring heteroskedasticity
- 1 January 1985
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Simulation and Computation
- Vol. 14 (4) , 845-851
- https://doi.org/10.1080/03610918508812478
Abstract
The lack of a generally-accepted measure of the degree of severity of heteroskedasticity is shown to have caused some Monte Carlo studies to draw misleading conclusions. An attractive measure of heteroskedasticity is suggested.Keywords
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