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White test is a statistical test that establishes whether the variance of the errors in a regression model is constant: that is for homoskedasticity. This test, and an estimator for heteroscedasticity-consistent standard errors, were proposed by Halbert White in 1980. [1]
An alpha beta filter (also called alpha-beta filter, f-g filter or g-h filter [1]) is a simplified form of observer for estimation, data smoothing and control applications. . It is closely related to Kalman filters and to linear state observers used in control theo
The time constant (τ p) is the amount of time it takes for the output to reach 63.2% of the new steady-state value after the step change. One downside to using this method is that it can take a while to reach a new steady-state value if the process has large time constants. [27]
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Heteroskedasticity-consistent standard errors that differ from classical standard errors may indicate model misspecification. Substituting heteroskedasticity-consistent standard errors does not resolve this misspecification, which may lead to bias in the coefficients. In most situations, the problem should be found and fixed. [5]
Polyspace is a static code analysis tool for large-scale analysis by abstract interpretation to detect, or prove the absence of, certain run-time errors in source code for the C, C++, and Ada programming languages. The tool also checks source code for adherence to appropriate code standards.
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Some methods such as generalized least squares are capable of handling correlated errors, although they typically require significantly more data unless some sort of regularization is used to bias the model towards assuming uncorrelated errors. Bayesian linear regression is a general way of handling this issue.