Re: WHY is heteroscedasticity bad? (fwd)

2000-06-07 Thread Sune Karlsson
Markus Quandt wrote: > > First, thanks for your reply! > > Bob Hayden schrieb: > > > This may not fully answer all your questions, but the various formulas > > for inference for regression have a place where you plug in THE > > variance of the points around the regression model, i.e., they trea

Re: WHY is heteroscedasticity bad? (fwd)

2000-05-31 Thread Markus Quandt
First, thanks for your reply! Bob Hayden schrieb: > This may not fully answer all your questions, but the various formulas > for inference for regression have a place where you plug in THE > variance of the points around the regression model, i.e., they treat > this as a constant. If it is not

WHY is heteroscedasticity bad? (fwd)

2000-05-30 Thread Bob Hayden
This may not fully answer all your questions, but the various formulas for inference for regression have a place where you plug in THE variance of the points around the regression model, i.e., they treat this as a constant. If it is not a constant, the results of the formulas will not be correct