[R] Gaussian glm for grouped data with unequal variances
Thilo Kellermann
tkellermann at ukaachen.de
Tue Jan 16 13:16:33 CET 2007
Hi,
I would suggest to use lme for doing that:
library(nlme)
vf1Ident <- varIdent( c(m = 0.5), form = ~ 1 | group )
fm.lme <- lme(data ~ group, weights = vf1Ident. data = DATA)
anova(fm.lme)
Hope this helps,
Thilo
On Tuesday 16 January 2007 10:30, Dawn Ashcourt wrote:
> Hello - I am fairly new to R, (i.e., ability to create functions/write
> programs insignificant) and was wondering if there might be a convenient
> way to model the following: I want to fit a gaussian glm to grouped data,
> while allowing for unequal variances in each of the groups.
> More specifically, my data set looks something like this:
> ----------------
> data group
> 1 76 1
> 2 82 1
> 3 83 1
> 4 54 1
> 5 35 1
> 6 46 1
> 7 87 1
> 8 68 1
> 9 87 2
> 10 95 2
> 11 98 2
> 12 100 2
> 13 109 2
> 14 109 2
> 15 100 2
> 16 81 2
> 17 75 2
> 18 68 2
> 19 67 2
> 20 105 3
> .... et cetera.
> ---------------
> There are seven groups in all, each with a different number of
> observations. The idea is to compare a model in which all the data points
> can be modeled with a single mean (i.e., if all the group means are equal),
> or if the data suggests that each of the groups has a different mean. In
> other words, I want to do a Likelihood ratio test on whether or not the
> group means are significantly different from each other: the full model
> would be glm(data ~ as.factor(group)-1, family = gaussian), to be compared
> against a restricted model that only includes an intercept. However, I also
> need to allow for the fact that each group has a different variance. And
> this I have no idea how to do. I would really appreciate some help in this
> matter.
> Thank you in advance,
> Dawn.
>
> [[alternative HTML version deleted]]
>
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--
________________________
Thilo Kellermann
Department of Psychiatry und Psychotherapy
RWTH Aachen University
Pauwelstr. 30
52074 Aachen
Tel.: +49 (0)241 / 8089977
Fax.: +49 (0)241 / 8082401
E-Mail: tkellermann at ukaachen.de
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