4 ms·

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.