[R] Non-homogeneity of variance - decreasing variance

[kjetil@entelnet.bo]

On 13 Apr 2004 at 19:36, Simon Chamaillé wrote:

You could maybe try gls in package nlme, where you can estimate
 parameters in variance functions. If you need a generalized linear 
model, you could have a look at glmmPQL in MASS, but I don't know if 
that accepts models without random effects.

Kjetil Halvorsen

> Hello all,
> I'm running very simple regression but face a problem of
> non-homogeneity of variance, but with a decreasing variance with
> increasing mean...I do not know how to deal with that. this
> relationship doesn't seem to be strong, but it's my first time to see
> something like that, and would like to know what to do if one day it
> becomes stronger. I tested just for fun some transformation but was
> not able to get a better model. I do not know if it can help, but my
> predictor variable is a kind of gamma poisson-shaped-like zero-rich
> distribution (continuous of course), highly overdispersed. If one know
> how to deal with decreasing variance, I would appreciate any advice (I
> tried to modelize negative variance-mean relationship in a new quasi-
> family this was prohibited, only constant, mu, mu^x (and mu(1-mu) for
> binomial) were allowed). I've definitively reached the border of the
> statistical black box for me. thanks simon
> 
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