异方差(Heteroscedasticity)指一系列的随机变量其方差不相同。

当我们利用普通最小二乘法（Ordinary Least Squares）进行回归估计时，常常做一些基本的假设。其中之一就是误差项（Error term）的方差是不变的。异方差是违反这个假设的。如果普通最小二乘法应用于异方差模型，会导致估计出的方差值是真实方差值的偏误估计量（Biased standard error）, 但是估值（estimator）是不偏离的(unbiased)

In statistics, a collection of random variables is heteroscedastic (or 'heteroskedastic'; from Ancient Greek hetero “different” and skedasis “dispersion”) if there are sub-populations that have different variabilities from others. Here "variability" could be quantified by the variance or any other measure of statistical dispersion. Thus heteroscedasticity is the absence of homoscedasticity.