Re: [R] Fitting heteroscedastic linear models/ problems with varIdent of nlme

2005-11-03 Thread Dieter Menne
Andreas Cordes andreas.cordes at stud.uni-goettingen.de writes:

 
 Hi,
 I would like to fit a model for a factorial design that allows for 
 unequal variances in all groups. If I am not mistaken, this can be done 
 in lm by specifying weights.

 A function intended to specify weights for unequal variance structures 
 is provided in the nlme library with the varIdent function. Is it 
 apropriate to use these weights with lm? If not, is there another 
 possibility to do factorial designs with heteroscedasticity?

No, varIdent and friends is made for use with mixed effect models in package 
nlme.

Dieter

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Re: [R] Fitting heteroscedastic linear models/ problems with varIdent of nlme

2005-11-03 Thread Peter Dalgaard
Dieter Menne [EMAIL PROTECTED] writes:

 Andreas Cordes andreas.cordes at stud.uni-goettingen.de writes:
 
  
  Hi,
  I would like to fit a model for a factorial design that allows for 
  unequal variances in all groups. If I am not mistaken, this can be done 
  in lm by specifying weights.
 
  A function intended to specify weights for unequal variance structures 
  is provided in the nlme library with the varIdent function. Is it 
  apropriate to use these weights with lm? If not, is there another 
  possibility to do factorial designs with heteroscedasticity?
 
 No, varIdent and friends is made for use with mixed effect models in package 
 nlme.

- or with generalized least squares, using the gls() function in the same
package. 

-- 
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  c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K
 (*) \(*) -- University of Copenhagen   Denmark  Ph:  (+45) 35327918
~~ - ([EMAIL PROTECTED])  FAX: (+45) 35327907

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