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Interpreting Heteroscedasticity

George W. Downs and David M. Rocke
American Journal of Political Science
Vol. 23, No. 4 (Nov., 1979), pp. 816-828
DOI: 10.2307/2110809
Stable URL: http://www.jstor.org/stable/2110809
Page Count: 13
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Interpreting Heteroscedasticity
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Abstract

Heteroscedasticity is generally viewed as no more than a barrier to the accurate estimation of regression coefficients which requires the application of weighted least squares or variable transformations. Here it is argued that its analysis can also provide political scientists with significant substantive information that would ordinarily go undetected as well as evidence of model misspecification. Several empirical examples are presented which illustrate the kinds of conclusions which can be drawn.

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