homoskedastic

假设

1. Important to remember our assumptions though, if not homoskedastic, then the above conclusion is not true.
重要的一点是如果同方差的假定不成立，上述结论也不能成立。

2. While it's always possible to estimate robust standard errors for OLS estimates, if we know something about the specific form of the heteroskedasticity, we can transform the model into one that has homoskedastic errors – called weighted least squares.
对OLS估计稳健标准差总是可能办到的，但是，如果我们知道一些关于异方差结构的信息，我们可以将原模型转化为具有同方差的新模型，这称为加权最小二乘法。

难……