Heteroscedasticity refers to a situation in which the error terms from a regression analysis
A) do not have equal variance.
B) are not normally distributed.
C) do not have a mean of zero.
D) All of the above are correct.

Question

Quizplus · Accepted Answer

Heteroscedasticity occurs when the variance of the error terms in a regression model is not constant across all levels of the independent variable, meaning the error terms do not have equal variance.

Heteroscedasticity Refers to a Situation in Which the Error Terms