3 ms·

I believe the statisticians would call this heteroscedasticity. But meta-variety certainly easier to remember ;)

• gugagore 8y ago
  Meta-variety is like the variance of variances. Heteroscedasticity is like changing variance. Nice! I hadn't thought about that.
  • abakker 8y ago
    Right, so this is like having autocorrelation, right? Or at least having a confounding variable correlated to your error term?
    • gugagore 8y ago
      Sorry, I'm not sure what you mean. But I think the answer is no.
• perilunar 8y ago
  That's weird. Never heard the word heteroscedasticity before and now I see it in two different HN threads within the hour. (the other being https://news.ycombinator.com/item?id=19337466 https://news.ycombinator.com/item?id=19337466).
  • aggerdom 8y ago
    See further the Baader-Meinhof Effect. [1] [1] https://en.m.wikipedia.org/wiki/Baader%E2%80%93Meinhof_effect https://en.m.wikipedia.org/wiki/Baader%E2%80%93Meinhof_effec...
    • perilunar 8y ago
      I thought that too, initially, but consider: https://hn.algolia.com/?query=heteroscedasticity&sort=byDate&prefix&page=0&dateRange=all&type=all https://hn.algolia.com/?query=heteroscedasticity&sort=byDate... 3 mentions in the same day out of a total of 8 mentions ever on HN (not including the 2 meta-comments). User dcomp noticed it also. (oops, just bumped those numbers up one)