I am interested in whether there is a literature on variance smoothers.
What I want to do is to plot the variance of a variable as a smooth
function of the values of another variable. It would seem as though
most of the methods for bivariate smoothers should work, but I can't
find any theory on the matter.
So for example, suppose I am interested in the variance of height as a
function of income. I could create a "running variance" by computing
the variance of height for the k cases with the lowest income, then
slide the window up and recompute for the 2 to k+1 lowest incomes, and
so forth, to the k highest. Most weighting and kernel schemes could be
applied in the same way.
Any info appreciated...
Eric Turkheimer
[EMAIL PROTECTED]
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