Dear Simon,

I'm not sure that I follow this entirely, but if error variance decreases
with the level of the response, you could try raising the response to a
power greater than 1. Of course, the response has to be non-negative. You
might take a look at the spread.level.plot function in the car package,
which will produce a suggested transformation when applied to an lm object.

I hope that this helps,
 John 

> -----Original Message-----
> From: [EMAIL PROTECTED] 
> [mailto:[EMAIL PROTECTED] On Behalf Of Simon Chamaill�
> Sent: Tuesday, April 13, 2004 12:36 PM
> To: [EMAIL PROTECTED]
> Subject: [R] Non-homogeneity of variance - decreasing variance
> 
> Hello all,
> I'm running very simple regression but face a problem of 
> non-homogeneity of variance, but with a decreasing variance 
> with increasing mean...I do not know how to deal with that.
> this relationship doesn't seem to be strong, but it's my 
> first time to see something like that, and would like to know 
> what to do if one day it becomes stronger. I tested just for 
> fun some transformation but was not able to get a better 
> model. I do not know if it can help, but my predictor 
> variable is a kind of gamma poisson-shaped-like zero-rich 
> distribution (continuous of course), highly overdispersed.
> If one know how to deal with decreasing variance, I would 
> appreciate any advice (I tried to modelize negative 
> variance-mean relationship in a new
> quasi- family this was prohibited, only constant, mu, mu^x 
> (and mu(1-mu) for
> binomial) were allowed). I've definitively reached the border 
> of the statistical black box for me.
> thanks
> simon
>

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