[R] How to get around heteroscedasticity with non-linear leas t squares in R?

[Peter Dalgaard]

"Liaw, Andy" <andy_liaw at merck.com> writes:

> Your understanding isn't similar to mine.  Mine says robust/resistant
> methods are for data with heavy tails, not heteroscedasticity.  The common
> ways to approach heteroscedasticity are transformation and weighting.  The
> first is easy and usually quite effective for dose-response data.  The
> second is not much harder.  Both can be done in R with nls().

And there is gnls() which allows direct modelling of the variance.

        -p
 
> Andy
> 
> From: Quin Wills
> > 
> > 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]]
> > 
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-- 
   O__  ---- Peter Dalgaard             Øster Farimagsgade 5, Entr.B
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