Unconditional heteroskedasticity occurs when heteroskedasticity of the error variance is not correlated with the independent variables in the multiple regression.
Can some one explain error variance?
Unconditional heteroskedasticity occurs when heteroskedasticity of the error variance is not correlated with the independent variables in the multiple regression.
Can some one explain error variance?
You have a bunch of error terms: one for each observation. Some are big, some small, some positive, some negative.
The _ error variance _ is the variance of these error terms.
D’accord.