Heteroscedasticity is generally viewed as no more than a barrier to the acurate estimation of regression coefficients which requires the application of weighted least squares or variable transformations.
Here author argues that singificant information can be gleaned from the presence of heteroscedasticity itself.
Heteroscedasticity is generally viewed as no more than a barrier to the acurate estimation of regression coefficients which requires the application of weighted least squares or variable transformations.
Here author argues that singificant information can be gleaned from the presence of heteroscedasticity itself.
Heteroscedasticity is generally viewed as no more than a barrier to the acurate estimation of regression coefficients which requires the application of weighted least squares or variable transformations.
Here author argues that singificant information can be gleaned from the presence of heteroscedasticity itself.