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

[Peter Dalgaard]

Dieter Menne <dieter.menne at menne-biomed.de> writes:

> 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.

- or with generalized least squares, using the gls() function in the same
package. 

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