[R-sig-ME] location-scale models in nlme

[Simon Harmel]

Dear Ben and List Members,

I'm following up on this (
https://stat.ethz.ch/pipermail/r-sig-mixed-models/2023q4/030552.html)
thread. There, Ben noted that my MODEL (below) qualifies as a
"location-scale" model.

Q: Usually for the scale part of a location-scale model, the linear model
uses a log link to guarantee that the estimate of scale is positive:

log(scale_i) = a_0 + b_1*x_i1+ ... + b_n*x_ip  (for p predictors of scale)

But in the MODEL that I sketched below, how such a guarantee is made?

Thanks, Simon
MODEL <- nlme::lme(y ~ X1_categorical + X2_numeric ...,
         random = ~1| subject,
         data = data,
         correlation = corSymm(~1|subject),
         weights = varComb(varIdent(form = ~ 1 |  X1_categorical ),
                                          varPower(form = ~  X2_numeric )))

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