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 ...