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by gugagore 2661 days ago
Meta-variety is like the variance of variances.

Heteroscedasticity is like changing variance.

Nice! I hadn't thought about that.
1 comments
abakker 2661 days ago
Right, so this is like having autocorrelation, right? Or at least having a confounding variable correlated to your error term?
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gugagore 2661 days ago
Sorry, I'm not sure what you mean. But I think the answer is no.
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