[R] Looking for transformation to overcome heterogeneity ofvariances

Berton Gunter gunter.berton at gene.com
Thu Aug 3 17:56:28 CEST 2006

I know I'm coming late to this, but ...

> > Is someone able to suggest to me a transformation to overcome the
> > problem of heterocedasticity?

It is not usually useful to worry about this. In my experience, the gain in
efficiency from using an essentially ideal weighted analysis vs. an
approximate unweighted one is usually small and unimportant (transformation
to simplify a model is another issue ...). Of far greater importance usually
is the loss in efficiency due to the presence of a few "unusual" extreme
values; have you carefully checked to make sure that none of the large
sample variances you have are due merely to the presence of a small number
of highly discrepant values?

-- Bert Gunter
Genentech Non-Clinical Statistics
South San Francisco, CA
"The business of the statistician is to catalyze the scientific learning
process."  - George E. P. Box

More information about the R-help mailing list