Where does “heteroscedasticity-robust” come from?
heteroscedasticity-robust (English) comes from English robust, from Latin rōbustus, from Latin rōbur, from Latin ruber, from Proto-Italic ruðros, from Proto-Indo-European h₁rudʰrós, from Proto-Indo-European h₁rewdʰ- — red.
heteroscedasticity-robust (English): Of an estimator or series of estimators: robust in the presence of heteroscedasticity
Definitions
- Of an estimator or series of estimators: robust in the presence of heteroscedasticity
Ancestry of “heteroscedasticity-robust”, step by step
heteroscedasticity-robust traces back through two separate lines of ancestry.
via English robust
| Step | Language | Word | Meaning |
|---|---|---|---|
| 1 | English | robust | Evincing strength and health; strong; Violent;... |
| 2 | Latin | rōbustus | of oak, oaken |
| 3 | Latin | rōbur | an oak tree |
| 4 | Latin | ruber | red approximately like red ochre (which had a traditional status among the Romans); red that was both common and dignified, somewhat associated with pigment |
| 5 | Proto-Italic | ruðros | red |
| 6 | Proto-Indo-European | h₁rudʰrós | red |
| 7 | Proto-Indo-European | h₁rewdʰ- | red |
via English heteroscedasticity
| Step | Language | Word | Meaning |
|---|---|---|---|
| 1 | English | heteroscedasticity | The property of a series of random variables of... |
| 2 | English | hetero- | other, different |
| 3 | Ancient Greek | ἕτερος | one or the other of two |
| 4 | Proto-Hellenic | hə́teros | — |