Tagged Questions
8
votes
3answers
520 views
Regression modelling with unequal variance
I would like to fit a linear model (lm) where the residuals variance is clearly dependent on the explanatory variable.
The way I know to do this is by using glm with the Gamma family to model the ...
0
votes
0answers
114 views
Robust version of GLS with regression weights in R?
Robust version of GLS with regression weights in R?
Hi all,
In the following webpage, I have expressed my concern about the heteroskedasticity in my residuals using rlm with regression weights in R:
...
4
votes
1answer
110 views
Modelling both mean and dispersion of count data
I have a model of the following form:
$P(Y \mid X) = \,D(\mu,\sigma^2) ~~\text{where}$
$\mu = f(X) ~~\text{and}~~ \sigma^2=g(X)$
where $y$ is the response vector of count data, $X$ is the predictor ...
11
votes
2answers
3k views
Transforming proportion data: when arcsin square root is not enough
Is there a (stronger?) alternative to the arcsin square root transformation for percentage/proportion data? In the data set I'm working on at the moment, marked
heteroscedasticity remains after I ...