Unconditional heteroskedasticity

[Luckyguy]

Unconditional heteroskedasticity occurs when heteroskedasticity of the error variance is not correlated with the independent variables in the multiple regression.
Can some one explain error variance?

 

[S2000magician]

You have a bunch of error terms: one for each observation. Some are big, some small, some positive, some negative.
The error variance is the variance of these error terms.

 

[Luckyguy]

Thank you S2000magician!

 

[S2000magician]

D’accord.