[R] heteroscedasticity problem

[roger koenker]

If you haven't already you might want to take a look at:

	http://www.econ.uiuc.edu/~roger/research/rq/QReco.pdf

which is written by and for ecologists.


url:    www.econ.uiuc.edu/~roger            Roger Koenker
email    rkoenker at uiuc.edu            Department of Economics
vox:     217-333-4558                University of Illinois
fax:       217-244-6678                Champaign, IL 61820


On Feb 7, 2007, at 2:52 PM, robert.ptacnik at niva.no wrote:

>
>
>
>
>
> Dear Listers,
>
> I have a regression problem (x->y) with biological data, where x  
> influences
> y in two ways, (1) y increases with x and (2) the variation around  
> the mean
> (residuals) decreases with increasing x, i.e. y becomes more  
> 'predictable'
> as x increases.
> The relationship is saturating, y~a + bx + cx^2, gives a very good  
> fit.
>
> I know basically how to test for heteroscedasticity. My question is if
> there is an elegant regression method, which captures both, the  
> mean and
> the (non-constant) variation around the mean. Such a method would  
> ideally
> yield an estimate of the mean and its variation, both as a function  
> of x.
>
> The pattern corresponds very well to some established ecological  
> theory
> (each x is the species richness of a community of primary  
> producers, y is
> the productivity of each community; productivity and its  
> predictability
> both increase with increasing species richness).
>
> Apologies for the probably clumsy decription of my problem - I am
> ecologist, not statistician (but a big fan of R).
>
> Cheers,
> Robert
>
>
> Robert Ptacnik
> Norwegian Institute for Water Research (NIVA)
> Gaustadalléen 21
> NO-0349 Oslo
>  FON +47 982 277 81
> FAX +47 221 852 00
>
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