[R] Fit unequal variance model in R

Dieter Menne
Wed, 01 Apr 2009 16:34:12 -0000

Feng, Jingyu wrote:
>
> I'am trying to develop some code if R, which would correspond to what I
> did in SAS.
> The data look like:
>
> Treatment    Replicate    group1      GSI
>
> ..
> The SAS code is:
> proc mixed data=data_name order=data method=ml; *scoring=10;
>       classes group1;
>       model GSI=group1/residual influence solution;
>       repeated /group=group1;
>
> run;
>
> Basically, I need different variance for each treatment group. I want to
> do the similar thing in R.
>
> Here is what I get so far:
>
lm1<-lme(response~treatment,data=o,random=~1|as.factor(dummy),weights=varIdent(form=~1|treatment),method="ML")
>
> There should no random term in the model. However If I don't specify
one,
> lme won't work, so I made a dummy variable, which equals to 1 for every
> observation.
>
>

The much underused (quote Frank Harrell) gls in package nlme should do that.
Quote PB (p250): It can be viewed as an lme function without the random
argument.

Dieter
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