[R] Fitting heteroscedastic linear models/ problems with varIdent of nlme

[Dieter Menne]

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