Andreas Cordes
2005-Nov-03 17:43 UTC
[R] Fitting heteroscedastic linear models/ problems with varIdent of nlme
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? When trying to use varIdent I get an errormessage that says that varIndent is not a defined class. The function calls are written in the same way as in Pinheiro & Bates Book. Their example works. With my data it doesnt. I somehow fail to figure out the difference between them. In the remainder is a subset of my Dataset in which the problem also occours. A,B,C are metric variables, D is a factor. I wold be thankful if any Ideas you might have. thank you for your attention Andreas > dat2 A B C D 1 990.5 20 46 1 2 990.5 20 44 1 3 704.5 19 35 1 4 990.5 20 39 1 5 2240.5 25 79 2 6 2240.5 25 43 2 7 2240.5 25 44 2 8 2240.5 25 50 2 9 2240.5 25 56 2 10 470.0 17 51 2 > vi<-varIdent(form=~1|D) > vi<-initialize(vi,dat2) Error in getClass(Class) : c("\"varIdent\" is not a defined class", "\"varFunc\" is not a defined class") In addition: Warning message: the condition has length > 1 and only the first element will be used in: if (!is.na(match(Class, .BasicClasses))) return(newBasic(Class, >
Dieter Menne
2005-Nov-03 18:30 UTC
[R] Fitting heteroscedastic linear models/ problems with varIdent of nlme
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