Suppose that you have heteroskedast

Suppose that you have heteroskedasticity of known form, where the conditional error variances are given by. The presence of heteroskedasticity does not alter the bias or consistency properties of ordinary least squares estimates, but OLS is no longer efficient and conventional estimates of the coefficient standard errors are not valid.

結果 (中文) 1:

假设你有异方差已知的形式，条件误差方差在哪里得到。异方差的存在并不改变普通最小二乘估计的偏见或一致性属性但苏丹生命线行动不再是高效和常规的系数标准误差估计不是有效。

結果 (中文) 2:

假设你有已知形式，这里的条件误差方差由下式给出的异方差性。异方差的存在不会改变的普通最小二乘估计偏​​差或一致性属性，但OLS不再有效，系数标准误差的估计常规无效。