Dear Thomas, I believe a GLS (Generalized Least Squares, known also as Aitken estimator) estimate could be used in case of heteroskedasticity of residuals. See:
? lm.gls in MASS package or ? gls in nlme package Another way is to study the relentionship between x (indipendent variable) and the variance of y (dependent variable) usig a graphic. I read, when I was a student, there some transformation which can reduce heteroskedasticity , but I don't remember particulars. For theory about GLS: http://cran.r-project.org/doc/contrib/Fox-Companion/appendix-timeseries-regression.pdf (here you can find some applications of GLS with R) http://www.sinica.edu.tw/as/ssrc/ckuan/pdf/et01/ch4.pdf http://jackman.stanford.edu/papers/gls.pdf Best Vito Dear R-users, There are tons of methods out there for fitting independant variables to a dependent variable. All stats books tell you about the assumptions behind OLS (ordinary least squares) and warn against abusive use of the method (which many of us do disregard by lack of a better knowledge). Most introductory text books stop there and don't tell you what the next best option might be. I am aware that there might be many depending on the type of study so here are the data to sort this question out. In this instance, I am performing a regression on observations whose residuals show heteroscedasticity (the variance of residuals is small for small dependant variable values and increases for larger ones), which violates one assumption of the OLS method. Which of the numerous options should I choose? glm, robust lm, ... The problem is kept simple for now. I only try to explain the log of local topographic slope (dependent variable) with regard to the distance to the outlet of a catchment (independent variable) for a fixed drained area. Both variables are continuous. I ordered Venables and Ripley 2002, which I suspect is a sound reading for advanced stats with R, but it has not arrived yet and I need to move on asap. Any advice or pointer to the appropriate literature is greatly appreciated. Thomas Dr Thomas Dewez ENTEC Post-Doctoral Fellow ARN - MAS BRGM (French Geological Survey) 3 Av. C. Guillemin 45000 Orleans - France ===== Diventare costruttori di soluzioni Visitate il portale http://www.modugno.it/ e in particolare la sezione su Palese http://www.modugno.it/archivio/cat_palese.shtml ______________________________________________ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
