[R] Non-homogeneity of variance - decreasing variance
John Fox
jfox at mcmaster.ca
Wed Apr 14 03:15:31 CEST 2004
Dear Simon,
I'm not sure that I follow this entirely, but if error variance decreases
with the level of the response, you could try raising the response to a
power greater than 1. Of course, the response has to be non-negative. You
might take a look at the spread.level.plot function in the car package,
which will produce a suggested transformation when applied to an lm object.
I hope that this helps,
John
> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch
> [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Simon Chamaillé
> Sent: Tuesday, April 13, 2004 12:36 PM
> To: r-help at stat.math.ethz.ch
> Subject: [R] Non-homogeneity of variance - decreasing variance
>
> Hello all,
> I'm running very simple regression but face a problem of
> non-homogeneity of variance, but with a decreasing variance
> with increasing mean...I do not know how to deal with that.
> this relationship doesn't seem to be strong, but it's my
> first time to see something like that, and would like to know
> what to do if one day it becomes stronger. I tested just for
> fun some transformation but was not able to get a better
> model. I do not know if it can help, but my predictor
> variable is a kind of gamma poisson-shaped-like zero-rich
> distribution (continuous of course), highly overdispersed.
> If one know how to deal with decreasing variance, I would
> appreciate any advice (I tried to modelize negative
> variance-mean relationship in a new
> quasi- family this was prohibited, only constant, mu, mu^x
> (and mu(1-mu) for
> binomial) were allowed). I've definitively reached the border
> of the statistical black box for me.
> thanks
> simon
>
More information about the R-help
mailing list