Heteroskedasticity

Heteroskedasticity is when the data in a group or sample has different amounts of variability, which means it's not consistent. Think of it like a bag of different sized marbles; some are small and some are big, so they're not all the same size like the ones in a bag of only small marbles. In statistical terms, this means that the variance of the errors or residuals is not equal across all values of the independent variable or predictor. This can cause problems when we model or interpret our data, so we have to be aware of it and take steps to address it, like using different statistical techniques or transforming the data to make the variability more equal.