SAGE Reference - The SAGE Encyclopedia of Social Science Research Methods

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Heteroskedasticity

In: The SAGE Encyclopedia of Social Science Research Methods
Edited by: Michael S. Lewis-Beck, Alan Bryman & Tim Futing Liao
Subject:Research Methods

An assumption necessary to prove that the ORDINARY LEAST SQUARES (OLS) estimator is the BEST LINEAR UNBIASED ESTIMATOR (BLUE) is that the variance of the error is constant for all observations, or HOMOSKEDASTIC. ...

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  Lewis-Beck, M. S., Bryman, A., & Liao, T. F. (2004). Heteroskedasticity. In The SAGE encyclopedia of social science research methods (Vol. 1, pp. 458-459). SAGE Publications, Inc., https://dx.doi.org/10.4135/9781412950589.n392
  
  Lewis-Beck, Michael S., Alan Bryman, and Tim F. Liao. "Heteroskedasticity." In The SAGE Encyclopedia of Social Science Research Methods, edited by Lewis-Beck, Michael S., Alan Bryman, and Tim F. Liao, 458-59. Thousand Oaks, CA: SAGE Publications, Inc., 2004. https://dx.doi.org/10.4135/9781412950589.n392.
  
  Lewis-Beck, M. S., Bryman, A. and Liao, T. F. 2004. Heteroskedasticity. In: Michael S. Lewis-Beck, Alan Bryman and Tim F. Liao Editors, 2004. The SAGE Encyclopedia of Social Science Research Methods, Thousand Oaks, CA: SAGE Publications, Inc. pp. 458-459 Available at: <https://dx.doi.org/10.4135/9781412950589.n392> [Accessed 22 May 2022].
  
  Lewis-Beck, Michael S., et al. "Heteroskedasticity." The SAGE Encyclopedia of Social Science Research Methods. Edited by Vol. 1. Thousand Oaks: SAGE Publications, Inc., 2004, pp. 458-59. SAGE Knowledge. 22 May 2022, doi: https://dx.doi.org/10.4135/9781412950589.n392.
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