- Entry
- Reader's guide
- Entries A-Z
- Subject index
Heteroskedasticity
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. ...
- Analysis of Variance
- Association and Correlation
- Association
- Association Model
- Asymmetric Measures
- Biserial Correlation
- Canonical Correlation Analysis
- Correlation
- Correspondence Analysis
- Intraclass Correlation
- Multiple Correlation
- Part Correlation
- Partial Correlation
- Pearson's Correlation Coefficient
- Semipartial Correlation
- Simple Correlation (Regression)
- Spearman Correlation Coefficient
- Strength of Association
- Symmetric Measures
- Basic Qualitative Research
- Basic Statistics
- F Ratio
- N(n)
- t-Test
- X¯
- Y Variable
- z-Test
- Alternative Hypothesis
- Average
- Bar Graph
- Bell-Shaped Curve
- Bimodal
- Case
- Causal Modeling
- Cell
- Covariance
- Cumulative Frequency Polygon
- Data
- Dependent Variable
- Dispersion
- Exploratory Data Analysis
- Frequency Distribution
- Histogram
- Hypothesis
- Independent Variable
- Measures of Central Tendency
- Median
- Null Hypothesis
- Pie Chart
- Regression
- Standard Deviation
- Statistic
- Causal Modeling
- Discourse/Conversation Analysis
- Econometrics
- Epistemology
- Ethnography
- Evaluation
- Event History Analysis
- Experimental Design
- Factor Analysis and Related Techniques
- Feminist Methodology
- Generalized Linear Models
- Historical/Comparative
- Interviewing in Qualitative Research
- Latent Variable Model
- Life History/Biography
- Log-Linear Models (Categorical Dependent Variables)
- Longitudinal Analysis
- Mathematics and Formal Models
- Measurement Level
- Measurement Testing and Classification
- Multilevel Analysis
- Multiple Regression
- Qualitative Data Analysis
- Sampling in Qualitative Research
- Sampling in Surveys
- Scaling
- Significance Testing
- Simple Regression
- Survey Design
- Time Series
- ARIMA
- Box-Jenkins Modeling
- Cointegration
- Detrending
- Durbin-Watson Statistic
- Error Correction Models
- Forecasting
- Granger Causality
- Interrupted Time-Series Design
- Intervention Analysis
- Lag Structure
- Moving Average
- Periodicity
- Serial Correlation
- Spectral Analysis
- Time-Series Cross-Section (TSCS) Models
- Time-Series Data (Analysis/Design)
- Trend Analysis
166997- Loading...
Get a 30 day FREE TRIAL
-
Watch videos from a variety of sources bringing classroom topics to life -
Read modern, diverse business cases
-
Explore hundreds of books and reference titles
Add to list closeHave you created a personal profile? Login or create a profile so that you can save clips, playlists and searches
Read next
More like this
SAGE Recommends
We found other relevant content for you on other SAGE platforms.
link backcloseWant to try SAGE Knowledge first?Sign up for a free trial and experience all SAGE Knowledge has to offer.
start free 30 day trialYou must have a valid academic email address to sign up.
closeWith institutional access I can:Want to try SAGE Knowledge first?- View or download all content my institution has access to
Sign up for a free trial and experience all SAGE Knowledge has to offer.
start free 30 day trialYou must have a valid academic email address to sign up.
- Association and Correlation