Quin Wills
2006-Feb-21 18:20 UTC
[R] How to get around heteroscedasticity with non-linear least squares in R?
I am using "nls" to fit dose-response curves but am not sure how to approach more robust regression in R to get around the problem of the my error showing increased variance with increasing dose. My understanding is that "rlm" or "lqs" would not be a good idea here. 'Fairly new to regression work, so apologies if I'm missing something obvious. [[alternative HTML version deleted]]
Kjetil Brinchmann Halvorsen
2006-Feb-21 22:31 UTC
[R] How to get around heteroscedasticity with non-linear least squares in R?
Quin Wills wrote:> I am using "nls" to fit dose-response curves but am not sure how to approach > more robust regression in R to get around the problem of the my error > showing increased variance with increasing dose. >package "sfsmisc" has rnls (robust nls) which might be of use. Kjetil> > > My understanding is that "rlm" or "lqs" would not be a good idea here. > 'Fairly new to regression work, so apologies if I'm missing something > obvious. > > > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html >
Christian Ritz
2006-Feb-22 09:22 UTC
[R] How to get around heteroscedasticity with non-linear least squares in R?
Hi Quin, the package 'drc' on CRAN deals with modelling dose-response curves. Moreover it allows adjustment for heterogeneity by means of transformation (Box-Cox transformation) modelling the variance as a power of the mean. See the package documentation for more features. Christian