> On 14 Aug 2017, at 10:13 , Troels Ring <tr...@gvdnet.dk> wrote: > > Dear friends - I hope you will accept a naive question on lm: R version > 3.4.1, Windows 10 > > I have 204 "baskets" of three types corresponding to factor F, each of size > from 2 to 33 containing measurements, and need to know if the standard > deviation on the measurements in each basket,sdd, is different across types, > F. Plotting the observed sdd versus the sizes from 2 to 33, called "k" , > does show a decreasing spread as k increases towards 33. > > I tried lm(sdd ~ F,weight=k) and got different results if omitting the weight > argument but would it be the correct way to use sqrt(k) as weight instead? >
I doubt that there is a "correct" way, but theory says that if the baskets have the same SD and data are normally distributed, then the variance of the sample VARIANCE is proportional to 1/f = 1/(k-1). Weights in lm are inverse-variance, so the "natural" thing to do would seem to be to regress the square of sdd with weights (k-1). (If the distribution is not normal, the variance of the sample variance is complicated by a term that involves both n and the excess kurtosis, whereas the variance of the sample SD is complicated in any case. All according to the gospel of St.Google.) -pd > Best wishes > > Troels Ring > Aalborg, Denmark > > ______________________________________________ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. -- Peter Dalgaard, Professor, Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Office: A 4.23 Email: pd....@cbs.dk Priv: pda...@gmail.com ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
